Defence

Since colonization and even before that countries and cities developed where trade and defences were easily set up. Hence ports for trade and forts were set up along coasts as in many cases especially in the island colonies. They usually sought a vantage point often higher ground to see ships and other possible attackers from afar. As this worked well through time it became a norm and these cities became the hubs of financial, social and government activity.
As the urban areas historically were also the capital cities, home to most administration and government, the best way to cripple an economy would be to attack these urban centres and thus emphasis was placed on protecting these areas as the economies grew. Police and Army posts are strategically positioned to deal with treats foreign and domestic.