Even for me, geographically speaking, I should be either cheering for Toronto or Buffalo (QEW Wars for hockey).
Moving while at a young age to a city where you haven't had a favourite team, to a team that is a bit successful, historic value, whatever, that builds up the fan base. Some fans will probably change from teams if they have moved to a certain city, but many of them were raised, or chose to like their team, grew up with the team, will be hard to disown the team that they like.