Surely PIK (out of all airports mentioned in this post) has the most defined 'right' to use the name of the nearest major city? As far back as the flowery times, would you not see Glasgow Prestwick and Glasgow Abbotsinch on the screen to denote PIK and GLA?
As far as others in Europe, it is simply a marketing tool that is sensibly used to promote the services that operate into the airport..... and it works.