The reason people don't like your suggestion is because it would add complexity and repetitive tasks (moving back and forth) to an area of the game that isn't very important.
I think that is a major part of the problem; your cities aren't an interesting area. Citybuilding mechanics aside, if you look at the game's setting and lore, cities should be something special; a glowing beacon of civilization and hope in a devastated world. Your heroes are fighting to keep them and their citizens safe. You would assume that most of those heroes would enjoy spending some time in them. After a long campaign against an enemy, or clearing a wildland, they have earned some time off for recreation, to recover from their wounds, sell loot, upgrade equipment, and start looking for a new adventure/threat to their home town. Isn't that what you do when you play a (good) PnP RPG? But right now time spent in or near a city is time wasted.
It's just one of those things that kills immersion for me. Just like the merchant himself, with his endless coffers of gold and stores of equipment (there was an excellent thread about this a few weeks ago). Or how there are merchants, and nobles with wandering daughters, and guards for those nobles and merchants, and all sorts of generic fantasy characters in a world that is supposed to have been a devastated wasteland for the past 150 years. Or how your sovereign is supposed to be one of a very small group of people that is still able to cast spells, but there are also dozens of heroes around that can also do just that. Or how troops with a little experience become so much more powerful than fresh troops that they are nearly undefeatable by similar fresh troops. Or how you can stretch a town with only 20 people living in it over 4 or more tiles (so more than 2 turns of movement), just to include a resource in the town's defence. Or how the town can have walls, but this only results in a stats boost for the defenders. I think I could go on for quite a while here.
Some of these things are the way they are because of engine limitations, some because of 'gameplay', some because their mechanics aren't done yet but might be fixed at some point in the future, and for some I really don't know why.
Point is, most of these things could be overlooked on their own. But there is such a big list of things that just don't feel quite right, that I never forget that I'm playing a game rather than being immersed in it. I never feel like I am a king, fighting to restore my vision of civilization in a ruined world. I never feel that my opponents are anything other than an AI trying to play the same game I am. My heroes don't seem more than a collection of stats and traits. And the people I rule, if they all dropped dead at some point, I don't think I'd notice for at least a dozen turns. Or care.
Gameplay trumps realism here.
You know, I see that argument a lot around here, and it makes me wonder. Whenever there is a sequel or a remake of an older beloved game, everybody is pissed off when the developer starts talking about 'updated gameplay' or 'enhanced accessibility'. And rightly so. But whenever there is a discussion about some immersion breaking, realism defying feature, gameplay always trumps realism. "Of course you can include thousands of acres of farmland in your city limits. Would you rather be forced to keep an eye them, maybe even setting up patrols? That's no fun." "Of course the merchant can buy all your loot, would you rather have him run out of money at some point? That's no fun" "Of course you can use metal produced in one city for training units in another one, would you rather set up a supply chain?" Etc. I'm not advocating busywork here, which can be an issue when you try to add to much realism into a game. But at what point does 'better' gameplay become dumbed down gameplay?
