Comentario oficial
The DJI Go app is only used for checking to make sure everything is OK with the aircraft since it is impossible to do certain checks with 3rd party apps. You don't have to do anything else with in the Go app.
Be sure to close it completely by double clicking on the iOS device's home button and swiping up on the Go app.
The Map Pilot app will take care of everything else that is needed from there.