The good news - You're not doing anything "wrong"
The bad news - Mappoint does not define cartographic boundaries for city-level mapping. Nor does it define any relation between cities and zipcodes. It only has "pinpoint" location data for cities.

You could conceivably obtain a list of zipcodes mapped to city, and then shade based on zipcode and get the results you're after by aggregating zipcodes to city and vice-versa.

HTH
Paul