Before 2001, the go-to setting of choice for most games was routed in fantasy. Hyrulian Kingdoms, Green Hill Zones, expansive otherworldly realms or just anywhere that enhanced escapism. The 90s in general was fascinated with world-ending
That's not to say NO games had city backdrops, but they where VERY few and far between. If you were a soldier fighting a war, you were 99% going to be in a World War setting.
After 9/11 though, the reality of large-scale domestic terrorism became all too real, and with shows like 24 being conceptualised as a way to show one "everyday person" fighting back, so too did the active agency of video games play directly into that.
Franchises shifted to see you fighting your way through city streets and familiar locales. Call of Duty set its first instalment in the modern day, the followup to Crisis ditched its jungle setting as scores of first-person shooters led with Americanised settings and "taking back your land!" thematics.