I FIGURED IT OUT.
Yes, it's tied to the weather widget on my iOS devices. Which is a bit irritating because I can't find a place to enable or disable this synchronization. Apple seems to be forcing it upon us at the moment.
Anyway, I merely edited the list on my phone, and now they are synced up. Edits on one side are reflected on the other. The syncing must have been broken until I updated it on my phone which "fixed" it.
Again, I personally like the feature but am a bit irritated that there's no way to control it. Some people might want a different set of cities on their Mac than on their phone.