It's absolutely necessary. It doesn't all end up in your novel, the same way your characters' history doesn't all end up in there, but having the knowledge equips you better for writing.
I don't know how many times I've said this, but your "world" is however small you need it to be. Forget city, these exercises will also apply just as effectively to a single school or apartment block.
In order for a city to exist, someone has to build it. Who, when, and why informs the culture of the people who live there. It informs the districts present and their locations. Those influence the behaviour of people - of characters. You need to know what your characters know.
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