Yes, puzzling indeed. I decided to investigate further. I updated my firmware to 2.1 on 7/6 and looking through my photos I do have location data on my photos all the way until 7/14 on both cameras. Then after that, no more location data. So it wasn't the firmware update, but I'm also pretty sure I didn't explicitly turn it off, and the likelihood of turning it off on both cameras at the same time seems unlikely. Occasionally I do save settings on one camera and copy that to the other, but I don't recall doing that recently. Or maybe I'm just getting old and forgetful.
Anyway, thanks for confirming it didn't happen to you.
EDIT: just a thought ... I do recall running the batteries almost to empty on both cameras around that time - I normally swap out batteries earlier, but there was a lot of whale action and I didn't want to get caught in the middle of a battery change. I wonder if it automatically disables location data at some point to help conserve batteries and then never re-enables it. Or again, maybe it's forgetfulness - maybe I turned it off to save batteries during that shoot and just don't remember .... Sigh .... I might do a battery drain experiment for the fun of it just to see.