If you put out tender plants too early, you might lose them. Low temperatures in winter are not as extreme, and these areas are less prone to late spring and early fall frosts. Smaller bodies of water also have the same effect, usually to a lesser extent. Urban areas tend to have less extreme low temperatures than the surrounding countryside. Buildings and paved surfaces absorb heat during the day, then radiate it back into the air at night, reducing the chances of frost and moderating low temperatures during winter.
Buildings also offer protection from wind in many places.
Urban areas may be a full Hardiness Zone warmer than rural areas just a few miles away. These warming effects carry over into summer, as well. Urban microclimates can trap heat, creating a scorching environment that can damage plants. Topography has a profound effect on microclimates. Cold air is heavier than warm air.