I thought the sondes have a GPS, which gives you the altitude
They do indeed, it is the GPS position that allows them to determine wind velocity however; all data is related to a pressure datum (the vertical axis) and not an altitude datum which will vary considerably depending upon the temperature of the air. Another reason why the Sonde also measures Temperature and Humidity against the Pressure datum. As all aircraft are flown using a pressure altimiter, real altitude is irrelevant unless you are bombing or operating in proximity to the surface.
In the UK all Sondes are operated by the Met Office so as I said before all data comes from a common source. There are satellite sensors that can track air mass movement and estimate vertical temperature and humidity using radiometry but they lack the accuracy of Sondes. Note the large GPS antenna top left of the Sonde. The Temp Pressure and Humidity sensors are on the vertical metallic strip. If you are interested in tracking Sondes they operate on 400-406 MHz and tracking software can be found
here The telemetry data can be plotted using Google Earth.