In the ancient Near East, pagans thought that different gods ruled over different cities, and that in terms of their power and influence these gods were limited to that specific city. Thus, Cyrus claimed in the Cyrus Cylinder that the god of Babylon, Marduk, had given the city of Babylon into his hands because he believed that Marduk was the god who ruled over Babylon. In the Bible, only pagans refer to the Lord as the God who is in Jerusalem.
The people of Israel do not because they have learned that the Lord is God who rules over all of creation.
3 Whoever is among you of all his people, may his God be with him, and let him go up to Jerusalem, which is in Judah, and rebuild the house of the LORD, the God of Israel he is the God who is in Jerusalem.