If I use the GNAT Programming Studio (GPS) to build a single file (Build target Compile file), the editor jumps to the first location in the file with a build warning/error.
It is possible to disable this behaviour using a setting?
Yes. That's apparently an "Advanced" feature, and a bit harder to find than other settings...
Open the Preferences dialog (Edit -> Preferences).
Next to the search preference... box, there's a menu icon. Click on it, and tick off the Show advanced preferences option. An Advanced category has now been added to the list on the left. In there, you will find a Jump to first location option.