The City is not inevitably a city, not in the metaphysical way the inner planes are all fiery or wet. That is to say, it isn't an elemental representation of essential City-ness any more than London is. Rather it is a useful place at a convenient confluence, and you can't be much more convenient than a spot that is between everything.
In the shadow of its walls it's all packed buildings on top of buildings from incongruous worlds and ages. Men, demons and wayward gods walk its streets Nothing overly surprises those that live there for long.
The gates stand open, rusted on their hinges. The sand blows in along with the people, touts stand ready to greet them. Water and answers in exchange for whatever secret riches the lost brought with them. "This isn't heaven nor is it hell. This is Troika at the Middle of All Things. Now sate your thirst and tell me, from where do you come and what do you want?" They can be confident in their bargaining since anyone who knows the road knows the path and enter like any civilised fellow: through the closed doors.