If a mission is given in Steel Canyon and requires travel to Skyway City or vice versa, whichever train station is closer to the contact will let you out at the wrong end of the target city. ALWAYS.
Oh, I've occasionally had weird mission spawns. Like the radio mission to stop a bank robbery where the door was located...in the Architect Entertainment glowy pillar. Or the Safeguard mission where I had to go to a warehouse at the south end of Faultline (i.e. deep in Arachnos territory) to get to a Skyway City bank.
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