Learn English – at/in city [when country follows city ]

I think the preposition is necessary. The analogy with case in point is not quite apt as follows: "In which city" can be replaced with "Where", hence "Where are you located?" is correct but "In where are you located?" and "Where are you located in?" aren't. Similarly, "What time is the meeting?" or "When is the meeting?" is correct, but not "At when is the meeting?"

Either one can be used, but we tend to use "in," because a city doesn't have a definitive border, but it does surround people.