Origin

You may think the city where a king comes from should be most loyal to the new ruler.

But, if you look around, that's obviously not always the case. On one hand, people from that very city may think they should be well treated and get some advantage. On the other, special favor to his "own men" is the last impression he wishes to create in the country that the new king now rules. Furthermore, if this new king used to be mean to the people of his own city and he now moves and lives in the palace, those who were poorly treated would have all the incentive to rebel - possibly in alliance with some extrinsic force.

This problem is particularly critical if the country is kind of a republic and each province or city has much autonomy to run their own place. After the king has left for the capital, the new mayor or governor of that city will try to move out from the shadow of his previous boss and secure his own power.

The usual problem is, when the king runs into problem, he has no place to go back to.

Wasn't Guan Yu (關羽) die of this reason?