It's covering the few English place names that have a Welsh equivalent, which ends up seeming slightly random!
No, the choices are completely random. There are many towns and cities, both in Wales, England and elsewhere, which have Welsh names. The ones picked for this have no logical reason to be picked over any others (maybe the course contributors are from those places!), and it's frankly bizarre that Caerdydd isn't included, while Manceinion is prioritised over Llundain.
Tbf Arriva Trains Wales's reach goes as far as East Manchester Airport, I don't think any further, so as you'll often see that I don't think it's completely random. That said I don't recall seeing Caer and dont know what other towns have been done
"Mancunian" comes from "Mancunium", a Latin name for a Roman fort in the area.
That, in turn, was probably based on an original Brittonic placename which was also the origin of the modern Welsh Manceinion.