When I watch CHCH out of Hamilton, Ontario, and they refer to “London,” I assume they’re referring to London, Ontario. Similarly, if I’m watching WKBW out of Buffalo, NY, and they refer to “Rome,” I assume they’re referring to Rome, NY.
Most, though I agree not all, areas in North America have a local nightly news program, followed by the national nightly news. Perhaps the policymakers at CBC, ABC, NBC, CBS et al. decided that Joe Schmo from Buffalo or Gord Schmo from Hamilton might get confused if they’ve been watching the local news referring to “Rome” or “London” meaning one city, then watch the national news where “Rome” or “London” refers to another. So, they add a national qualifier–not all the time, mind you, but just at the top of the story. WAG, I know.
Mind you, I don’t know what this would have to do with a header of “Bangkok, Thailand.” I don’t think there are too many towns called Bangkok around here. But, knowing how journalists keep set styles, I suppose all the header cities had to have their trailing nations.