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The often tight association between parasites and their hosts means that under certain scenarios, the evolutionary histories of the two species can become closely coupled both through time and across space. Using spatial genetic inference, we identify a potential signal of common dispersal patterns in the Anopheles gambiae and Plasmodium falciparum host-parasite system as seen through a between-species correlation of the differences between geographic sampling location and geographic location predicted from the genome. This correlation may be due to coupled dispersal dynamics between host and parasite, but may also reflect statistical artifacts due to uneven spatial distribution of sampling locations. Using continuous-space population genetics simulations, we investigate the degree to which uneven distribution of sampling locations leads to bias in prediction of spatial location from genetic data and implement methods to counter this effect. We demonstrate that while algorithmic bias presents a problem in inference from spatio-genetic data, the correlation structure between A. gambiae and P. falciparum predictions cannot be attributed to spatial bias alone, and is thus likely a genetic signal of co-dispersal in a host-parasite system.