I suppose it’s a bit of fun (Halifax being some way from Paris, in every sense (parochial, etc)), but perhaps the idea is also suggest what might have been a ‘tango’ in the 1950s (these two characters) or 1970s (Marlon Brando) becomes something else in later life, but nonetheless still a ‘tango’.
So ‘Halifax’ may represent architypal provincialism, but there’s also the fact of the creator/lead writer being born there - Sally Wainwright who some might know for Scott and Bailey.
Sally Wainwright wrote the story based on her what happened to her own mother, who married her long lost childhood sweetheart after they met each other again on Facebook. Both were widowed.
They are from Halifax - as has been said -. But I don’t think Last Tango in Halifax means any more than if it had been Last Tango in Washington or Last Tango in Boston or Last Tango in Cleveland or any other particular place in England that has a namesake elsewhere, had the Wainwrights happened to come from one of those places.