Bonjour Jean !

That's an excellent remark !

The answer is yes: though the word "ville" is feminine, when it comes to proper city names, the rule is a bit more flexible:
- In the case of "en plein", you will always use the masculine form with a city name:
en plein Londres / en plein New-York / en plein Marseille ...

However, in other cases, it's interesting to note the following:

City names in French can be feminine or (mostly) masculine, but this can vary, including for a same city depending on context:
Le beau Paris / Paris la belle

Note that usually the femimine is more literary/poetic, and the masculine more pragmatic.

You also have some city names whose gender is fixed, for determined by either an internal article (La Nouvelle-Orléans, Le Caire), or compound names including a clear-gendered word (Sainte-Anne, Saint-Étienne...).

I hope that's helpful!
À bientôt !