If I'm correct, our Networks doesn't support A-GPS. Do they?
MTN have confirmed that they currently don't support A-GPS, no idea about the other networks.
When A-GPS is enabled on my N95 I see from the log that it initiates a data connection when you open a GPS application, but it transmits 0 bytes. I'm guessing that the N95 is intelligent enough that it if it can't get the location information from the tower it doesn't bother to send off the A-GPS request.
So for now, I'm leaving A-GPS enabled and hopefully one day it will start working!