Lol. Well, actually they do. To be completely conquered, the enemy has to take all of your cities, which means more cities = harder to conquer. Probably easier to just have a bigger army, but yeah, guess so. In the same way, it gives a huge advantage to countries like Russia, which have more cities, further apart for seemingly no reason. Because that's been Russia's defensive strategy for the past 400 years? Also, if you want to talk about people having a crazy amount of cities, take a look at Argentina.