You could also say the same thing about the Yankees or the Dodgers.
IMHO one of the biggest mistakes Gene Autry made was changing the name of the team, though I don't really have a problem with California Angels and kind of like it, the state is a big place and doesn't really represent just where the team plays. The thought of Los Angeles is more alluring and creates a sense of excitement that Anaheim just can't replicate. In no way do I say this as a slam of the city of Anaheim, it's just the way it is.
When the Rams moved to Anaheim they kept Los Angeles in their name because they knew that the name Los Angeles conjured up more of a big league mystique and marketability because sports teams have a tradition of playing in big cities.