Does your mobile proxy need to come from the same/similar location every time?

As long as it's the same country, I wouldn't worry too much. Random cities are pretty common with residential/mobile IPs.

Your provider may not be being sloppy here, because mobile IP space genuinely does not carry reliable city granularity. Carrier prefixes tend to geolocate to the operator's registration or core infrastructure rather than the tower you are actually connected to, and the geo databases disagree with each other about the same ranges, which is why a city setting works one day and doesn't the next. iproxyonline's airplane mode observation is the same seen from the user side. Practically that means chasing an exact city is chasing precision the underlying data does not contain. What does get checked is plausibility over time, the impossible travel pattern HydraProxy described, California then Florida then Nebraska inside a day, because that is coarse enough to be reliable. Holding one metro, or even one state and one ISP, clears that bar comfortably, and it is achievable where exact city pinning is not.

I don't think changing cities is a big deal. constant proxy failures are more of a concern.