There's all sorts of reasons why one wouldn't feel "at home" in any city, but I feel like the reasons why one wouldn't feel at home within the four walls of what they call "home" -- whatever the city -- are pretty limited. By that I mean that I could live in any city in the world -- Bombay, for example, where I don't feel at home -- but it still is possible for me to feel at home in my apartment.
I haven't felt at home anywhere in India in a long, long time, but I haven't felt at home in my own apartment in Bombay either, which concerns me. But long ago, I did feel at home in my earlier apartment. In thinking about this, I realized that what changed was the number of hours this apartment feels like a public space: a couple of hours during the day by the maid, and later in the afternoon by the cook. Home doesn't feel private and cozy anymore.