A good reason to specify to seek the welfare of the city and not the empire/state/kingdom: A city is characterized by the spectrum of society living together. An empire is characterized by a big hierarchy with the emperor on the top. If you disregard the wellbeing of the subjects while trying to get favor with the emperor, you create a tension that will one day snap in your face.

In Joseph's Egypt and in all of the places Jews have lived in Christendom until Emancipation, Jews have fulfilled a role in which they serve as a go between between the King and the peasants. Moneychangers, moneylenders, tax farmers, landlords, tax collectors, "arrendator"s. They served as the instrument by which the nobility would extract wealth from the peasants and burghers (townies). 

When the shit hit the fan, the nobility would cast aside the Jews and the peasants would take out their anger against them (because it was the Jews, not the king, who would hassle them)

You should also seek the benefit of the emperor but the prophet doesn't need to warn you because it's obvious. Seeking the benefit of the city is more difficult because it involves rubbing shoulders with non-Jews.