Lets be honest... They COULD make GTA anywhere. They never truly scale the entire city anyway. You're not getting a true to life NY, LA or MIA. Vegas... None of it. NYC games prove you don't need a coast. And all that country shyt in GTA5 proves that they could figure something out to do with a country spot.
What makes GTA, RDR and such is the story, how immersive is the world, what can you actually do/affect in the game, and the building out of those. Nobody really sitting around like "Oh shyt I can drive around my old neighborhood in Brooklyn" Most people ain't been to either of these 3 cities enough to know what matches up and what doesn't.
Keeping it in the US, you could put damn near any top 30 location in, and put a game out of your ass. They keep going back cause it keeps the story/characters tied in. And they already have all the data from the last 8 times, instead of having to actually go out and do a whole new city from scratch