I’d go even with impossible. Cf. the map of churches in Poland: http://images3.bibsy.pl/8hpvdxf9/mapa-kosciolow-w-polsce.jpeg ;-)
your friend was either mistaken, or you misunderstood.
miasto and mieście are different forms of the same word.
miasto is nominative(dictionary form)= accusative
mieście is locative
after "w" you can use accusative or locative depending on the verb before.
we use w+ locative when we talk about something being/happening somewhere(in something)
Or maybe your friend meant "miejsce"-place?
Actually, this somewhat depends on the countable object involved. "There isn't any road to London from here" is OK, but "There isn't any bottle of water in this shop" is not OK. I'd say that "There isn't any church in this city" is fine although this would interesting as (in the UK) a city usually has a cathedral for historical reasons.