People tend to take places that they are familiar with. Or think they are familiar with. But when the RP is not set as being the "truth", the real world, you can be creative with geography. You can throw in that awfully convenient alley if that makes the story better, despite it not technically existing.

We personally don't know American cities that well, so we'd prefer fictional places, as that won't annoy people as much if they do know a city's layout well. 

Of course, if playing in an existing city, Wikipedia isn't our prime source for setting scenes. A map is.