It gets stored on the device and sent when you are back online. On an Amazon or Google Android device, you can use a truly offline mapping app that doesn't send data to anybody. Even better, you can set that as your default map provider if you like.

To sibling commenter: my comment is based on a correct understanding of Location Services, not on anything to do with Find My Device. You don't have to put words in my mouth, especially when I have already explained it using my own words elsewhere in the thread.