Not very surprising. Sochi hosted the Winter Olympics a few years ago, so it is pretty famous in the world. On the other hand, Cincinnati is very obscure outside of the US, and nothing really important has happened there recently.
My quiz here https://www.jetpunk.com/user-quizzes/306525/a-z-cities-that-end-in-i tries to include major cities that start with every letter of the alphabet :):)
if Mexicali followed the same naming convention as Calexico, it would be Mexifornia. which is what I tried before remembering that it was supposed to end in an "I".