Cohen is pleading in the Southern District of NY, because that is where the offense that he lied about was committed, is what I believe, and because his initial guilty plea and charges were in SDNY. I don't think Whittaker would have been a consideration, because it's federal whether it's in DC district court, or NY district court. The acting AG has jurisdiction over all that.
It does further solidify that both districts have active investigations that involve/implicate/ the president and his immediate circle.