Imagine, if you will, a scene. There you are, sat in your favourite coffeehouse, tea room, pub or similar establishment.
Five people walk in. They carry assault rifles and a variety of other weapons. They wear bulletproof vests over their clothes - which are stained with dirt, and something else that could conceivably have come from someone's artery. They approach the counter of your establishment and order drinks and a few small items of food.
Would you feel terrified? Would you feel dismay? Would you leave that coffeehouse with as much swiftness as you could muster? These people don't even display the marks of any police force or army about their persons - not that would necessarily be a comfort, but it would perhaps give you an idea of their intentions.
Ask yourself, then, how a band of adventurers in the traditional Dungeons and Dragons vein would fare wondering into a place that did not know them.
"But surely, sir, Dungeons and Dragons and similar fantasy has at least part of its basis and inspiration in the genre Western. Moreover, we are talking of a world far removed from the norms of the Twenty-First Century AD. My reaction to a man with an AK-47 interrupting me in the middle of a pot of Darjeeling is hardly comparable, however dramatic an image it is."
Well, I agree. I have rather exaggerated proceedings. But let us consider the Western: think of a saloon scene. Everyone might sprout six-shooters and Bowie knives from their belts. There is a distinction between this and sitting all night at the card table with a Winchester repeater across one's knees.
If nothing else, consider the uncomfortable business of a mail-clad Fighter sitting at a table trying to keep steady a broadsword, shield, crossbow and obligatory foaming tankard of ale. Not what one dreams of after a busy day of dungeon-crawling.
Which is why scenes set in a city far from the frontier or frontier-equivalent demand a few things. Firstly, that our heroes walk around a little less openly armed - or suffer minor in-universe penalties, largely, perhaps, to Charisma (not that Charisma is at all simple; the Barbarian in the City might give the impression of being an unlettered primitive or a noble savage).
Secondly, a change of clothes. Even if folk in armour do not necessarily spell trouble, unknown folk in armour without badges of office or letters of introduction certainly do. To say nothing of unsanctioned preachers and hedge wizards.
(This also allows the possibility for a carousing-equivalent. This table may prove useful.)
There is, of course, the possibility of the lawless city; the Wretched Hive of Scum and Villainy that cares not for what weapons one carries in the street. But even this seems like it would have something in the nature of a weapons check at the door. The Head of the Thieves' Guild is as careful of his personal safety as the Grand Duke, if not more so.
If this seems a little limiting to you or your players, think back to the Western, or to that interstellar gunslinger Han Solo. Think of the sudden explosions of violence, rather than the drawn out skirmishes in dungeon corridors. Think of what those lacy cuffs might conceal.