Mostly because cities attract large numbers of people, and so either
1) statistically, more crazies, and more crazies-per-capita too since there's the infrastructure to support institutions (of any sort!),
2) hell is other people, and thus cities make you mad (explains me!),
3) The Dark Masters cluster around large sources of prey, picking and choosing their choice morsels of dream fragments, though shards, and motes of cohesion, leaving disassembled shambles behind to walk the streets, grim harbingers of the rising tide! Be warned, before it's too late! Look to the Sea, watch Them rise!
Or something. My money's on 3, personally.