Here, if it was in Parkville, we'd call it Parkville, Raytown, Grandview, or wherever, just not claim it was Kansas City, even though it was a suburb (or borough!)
Queens is definitely part of New York state and New York City.
To be honest, when the County built the Truman Sports complex, it is in Independence as I recall. Now the Royals were already a KC team playing at the old stadium off Brooklyn Ave.