That's alright. Only major cities show up in the list. I would advise you to keep your widgets set to "current location" anyway, that way you always see the relevant forecast no matter where you are. I would bet that resolving your city's name from location data and pulling the forecast from the cloud are two different services. So even though your phone can tell what city you're in and it can also pull weather data from your geographical location, it makes no connection between the two.