For an alarm to be generated when you step outside a security area with your GPS alarm, a position must first be received inside the security area. If not, no alarm is generated.
Another factor may be that the GPS alarm has been outside the security area for too short a time and has not had time to take a new position outside the boundary. This way the area does not work as a fence. The default on most of our devices is to take a new position every three or five minutes.