The functionality worked differently in Infra 8 where if you have the location and organisation linked then the removal of one would remove the other but new functionality in version 9 allows you to have more than one location per organisation and therefore does not assume that when removing one you should remove the other.  This causes some organisations to still have the old or incorrect location linked to it on a person record, for instance.

There should be an additional option when you pick the "Locations linked to Organisations" button in the system admin settings to automatically update the location when changes are made to the Organisation