From what I understand it's because there are no real "citizens" of Jeuno. The people who live there do so solely because it's the hub of commerce in the world and the laws of trade set forth by the Archduke were very loose and open to interpretation so merchants just sort of flourished there. The actual governance of the city since the "departure" of the Archduke seems to be an oligarchy lead by the Armathrwn Society and they don't exactly seem to be interested in giving the residents of Jeuno much of a say in what happens in the city unlike the other nations.