Answer: They do

I'm using this model: https://www.banggood.com/Ublox-NEO-M8N-Flight-Controller-GPS-with-Protective-Shell-for-PIX-PX4-Pixhawk-p-1005394.html
I hooked it up to my Crius AIO 2.x board like this:

As a precautionary measure for the MAG I placed a sheet of mu-metal inside the GPS mount before snapping the GPS in place:

With this setup I now get ca. 17-19 satellites, before 9-10:

Important: The GPS module comes set default at 38400 baud. You will have to set the same value in your MultiWii conf file or else it will not work.
Leo