Where I live, in Albuquerque, New Mexico (southwestern US), its a matter of different constituancies. Albuquerque (the city) has a primarily urban population and the issues city government concentrates on are different from the rural ones that most concern Bernalillo (the county).    There was a referandum last fall on a merger between the two, and city votes were primarily "FOR" (as in "we know what's best for everybody") and people in the county were almost all "AGAINST" ("oh, no you don't"). The final outcome was no merger, since state law requires a majority of both populations.

Remember that here counties are a US overlay on a Spanish structure, which had incorporated (or replaced, after destroying) the older Indian towns. The families of many members of the Spanish population have been here much longer than the United States has existed (and they are not Mexican!). Loyalty to counties is a lot less likely here than in older (in Anglo-American terms) parts of the country.