Two of the best shows I've seen recently (True Detective Season 1 and The Walking Dead) are set in neither of those places.

I've lived around LA, lived in Tokyo, spent a lot of time in NYC, visited Rome, Paris, Singapore, Hong Kong, Sydney, etc, etc, etc.

There's a certain energy to big cities, and the ones you listed are simply the ones most seen in media. And I think that's the key: it's what most people see in media. When deciding on RP locations, you usually pick a place the most people have some bloody inkling about instead of not. 

Probably not that deep, and could just boil down to that: it's what the most amount of people "know."