It’s where the most prey is. That’s all. Suppose you were a human predator lusting for the money, bodies and/or souls of your fellow men. What’s your plan? Will you expend your life to become the tyrant of a small town or the tyrant of a large city? Which is more potentially rewarding? Which is the harder place to connect the dots between victim and criminal? Easy math.
It’s also where your fellow predators are because they like plentiful prey, too. This is the point at which human predation gets political. You want to compete against your kind for access to victims but at the same, if you use law & order against them then the cops will come for you, too. Therefore, you form a mafia. Everybody gets a piece of the pie and while there’s squabbling over each one’s size of pie, the game develops rules because none of you can survive the light of exposure.
That’s all the Deep State is. An informal network of child molesters, robber barons, cannibals and utopians who have managed to grab themselves a seat at the table through status, money, lies, favor-trading and shared forbidden urges.
That’s also why big cities have governments determined to be incompetent. A competent government would not tolerate its own leaders. A competent government exists for the benefit of all its members, not to empower the strong over that weak.
This is why government is never the solution to social problems. Why an organized Church is never the solution to social problems, either. Any organization that provides a reliable path to power over one’s fellow man is catnip to the very worst of humanity.