Command is made not to protect or cover anything.
Its just that Conventionally the city is very crucial and have perfect Infrastructure amenities with good transportation facilities.
Just like Army Northern Command is at Udhampur. If your logic is applied, then Northern should have been in Srinagar or Leh.
Similarly , Western Command HQ is at Chandi-mandir (Near Chandigarh). If your logic...
more... is applied, Western Command should have been in Jaisalmer or Ahmedabad kind of Western Cities.
Southern States are the Hub for Indian Navy and Indian Coastguard HQ's and their Divisions.