could it improve GPS localization too?

Technically yes, but it depends on the GNSS quality.

Some expensive GNSS are already integrated with IMU sensor fusion algorithm (almost the same as EKF), so using Autoware's EKF may not have much differences.

If your GNSS localization has large covariance, the Autoware's EKF could improve the localization.

The purpose of the EKF is for the fusion of pose, velocity, and vehicle motion model. So if you have a good velocity source (e.g. from wheel speed), the EKF can improve the localization of GNSS. (And at least, the vehicle model information is useful for the localization.)

To use the EKF with GNSS, go to the [ app ] of the ekf_localizer in the runtime_manager, change input_pose_name from /ndt_pose to /gnss_pose, then the EKF runs with GNSS. It will improve the localization after parameter tuning of the covariance for your GNSS.