Why "Romae" but "in foro". Like, why do some have the in preposition but others are only in the locative case?
The locative case wasn't that common in Classical Latin. It just remained in the names of cities and certain words. For location, they used in+abl. Ablative is a case that you don't need to know much about yet. Just remember the forms as given in the sentences.
I think the locative was mostly dead in classic time. So only some words still had it.