I believe I have found out where some of the cached GPS data are kept:
/etc/osso-af-init/gconf-dir/system/nokia/location/lastknown/%gconf.xml
Moving this file out of the way and rebooting before starting the GPS test seems to resolve the problem. Can anyone confirm this?

1. Enter 'mv /etc/osso-af-init/gconf-dir/system/nokia/location/lastknown/%gconf.xml /home/user/%gconf.xml.backup' in the X-terminal
2. Reboot
3. Try to get an unassisted GPS fix