I believe you can get Kölsch in the forbidden city of Düsseldorf. They say Kölsch is one of their favourite soft drinks :C.
If you try to order Alt in Köln you'll land up on the street. We'd say Alt is what your kidneys produce after drinking Kölsch ;).
I don't think there's anything wrong with that and it's certainly not exclusive to the Englsh language. Most languages have their own terms for foreign countries and many of their major cities.
I live in Köln, Deutschland (!!), formerly Cölln, Cologne for the English and French...