I get this problem all the time and I live in "the right" London so it is not just a "nearest London" thing. It is not just digital assistants, but so many other things like Google maps, e-commerce sites, address auto-completes etc seem to assume that I want the North American one with a population of 300k that no one knows about, not the one that everyone has heard of with a population of 9 million. I've always just…
Just to report that it isn't necessarily/solely cultural myopia at work here: I live in Ontario and have family in London, Ontario, and while visiting them with location services on have both asked for and googled "what is the temperature in London, Ontario" (notice that I said the region!), and gotten results for London England. I left angry feedback with Google over it once, but it's happened many times.
That's not going to get you anywhere - they're not listening.