You should keep the note from the documentation in mind
Note: For lookup tables to be effective, there must be a few examples of matches in your training data. Otherwise the model will not learn to use the lookup table match features.
If a word is in a lookup table or not, is just another feature for our NER. So, you should have a couple of training examples that contain cities from your lookup tables. Otherwise, the NER cannot learn, that the lookup table feature is important to mark a word as city. Does that help?