I've never seen headphones work with outside apps because the app is basically controls that should've appeared as buttons on the headphone itself. (imagine that) Companies would argue it's only right that it's proprietary to them, no matter how crap it is :P
If you have a spare, throwaway phone, put the app on there for when you need to change settings. You can disable location in system settings and then allow location for the app, technically the app won't really get to know your location because the system has no location to provide.
If an app wants to foul this and spy on your location with location off, the app has to have Instagram-grade snooping, where if you use any web browser or google app, they will detect your location from that... But most apps are not assholes like that (yet) lol
I'm a bit older and I find this trend of headphones having apps really unfortunate. It's forced a lot of brands who are unsavvy to make bad software. And, do you guys remember Bose was caught selling user info from their first headphone app? (for the QC30)