GMRES behaves different if you provide a callback or not. This shouldn't be the case, callback is only for debug purpose.
Reson for the difference is

if resid_ready and callback is not None:
                callback(presid / bnrm2)
                resid_ready = False
                iter_num = iter_num+1

(See https://github.com/scipy/scipy/blob/master/scipy/sparse/linalg/isolve/iterative.py#L566-L569)
iter_num is only increased if callback is not None.
If you do not provide a callback, the parameter maxiter has no effect and GMRES will only stop if it converges or breaks down (which may take a lot more then maxiter iterations).

If I find the time I might create a pr, but I failed to build scipy on my system - might take some time until I get that right. If you have the time please do it :)

Note: callback does report the norm of the residual not the vector, as noted at #7623.
Documentation should be changed accordingly.

Scipy/Numpy/Python version information:

Observed with 1.0.1 and 1.1 but error is in the Code in master, as linked above