They do, Falkreath, and Morthal for instance. The ones you listed are villiages, towns at best. What do you figure their major trade goods are, hides, rabbit meat, potatoes? Dragon Bridge, Okay, it's the main outpost for the Penitus Oculatus, that's about it. My question is, why do they even bother with Morthal? Yeah, it's a Hold Capitol, I guess. Doesn't have much reason to go there, a crappy museum for the enemies of the last game, not even a Blacksmith, or General Store, at least you can restock some potions, and ingredients, amiright? Play Hide, and Seek with some dead kid, yay. The only reason I'd even want to get a house there is it's central location, it's not like I really like the place, or anything.
I guess the question is, what do you call a City? Karthwasten? Ooh, they've got an inn! That's about it. I'm sorry they just don't make it that convenient for you. Riverwood's like a 2 minute run to Whiterun Stables, if you don't stop to beat up the random Wolf, in heavy armor, with a 2 handed weapon out the whole way. My guess is they really want to force you to hike all the way to Sky Haven temple. You'll be all right.