The plain target icon (what you have) means that your GPS is set to E911 only. On a GPS enabled device this icon will always be up there in the corner.
When it has the 3 lines next to it is when your GPS is set to Location On.
You are correct, on my 9900 which is a GSM version...i do not get that crosshair symbol and my location services are all set to enabled.
.. Good to know the truth is out.. Lol.. So for those with a CDMA device, you guys can expect the crosshair icon to show on your home screen and there's no way to get rid of it even if you set the device's GPS to E911..