I think that when (or just before) they implemented the merchantile houses, they said that while you were in them the game would recognise you as being in the city of the house you were in. I'm guessing this is because of that. It sounded like they were forced to do things that way (hence they couldn't do all city searches from a single area as they were planning to originally) so this probably won't be able to be fixed until 2.0.

I wonder how many people will use this as a way to save anima... Plenty will just go to the merch houses in the city they're in to teleport to camps in other areas for cheaper anima costs. Makes the different costs pretty pointless now if they're so easy to get around. Then again, it could be considered bug abuse if it wasn't intended to work that way and that could scare some off. We'll see.