For being remotely controlled, drones need to emit and receive a radio signal. If the outgoing signal contains a video feed, it will be high bandwidth and be like a beacon announcing the location of the drone. By pre-programming the flight path and using GPS location fixes, the drone will be passive and not emit radio signals.
Before GPS, high precision navigation needed an active radar system which would scan the surrounding terrain and compare the results with an onboard map. Such navigation systems were used by cruise missiles but, by relying on an actively emitted signal, would announce their presence to suitably tuned receivers.
While it is true that such a passive drone cannot be jammed, it is still possible to spoof the GPS signal or to jam the GPS signal itself, leaving the drone navigation system only with dead reckoning in the vicinity of its target. Also, when no communication with the drone is possible, it will only follow a pre-programmed pattern and not be able to respond intelligently to a changed situation. Such spoofing has been demonstrated by the Iranians in 2011 when they diverted a US drone officially flying over Afghanistan and when misleading tankers in the strait of Hormuz recently.
Not all drones rely on GPS since there are alternatives (GLONASS, BeiDou or NavIC), apart from active systems like Terrain Contour Matching (TERCOM).