The Labels are for the use in the Adminsection of your Website.
If you want to change the slug in the URL of your CPT, use this values in your register_post_type
function call.
$rewrite = array(
'slug' => __( 'cities', 'your_textdomain' ),
//......
)
$args = array(
'rewrite' => $rewrite,
//......
);