So you've caught your supervillain in a city. What do you do now? First, you don't want to take them far. You want them in a location that contains their powers as soon as possible. So you need a location close to where the crime was committed to turn them over to have their powers suppressed quickly. Presuming that they committed the crime in a city, that means that the jail needs to be in the city as well.
Now that you have them jailed in the city, you don't want to move them. In the jail, their powers are suppressed and the jail itself is protected from whomever might want to help them from outside. Moving them is risky. You might be willing to do it once, in a group. You won't want to move them more than that. So you have to have a jail, in the city, strong enough to hold multiple supervillains and keep their friends from breaking them out.
In a city, the entire police force is available to back up the personnel of the prison. In a remote area, the prison personnel size will dwarf that of the local law enforcement. So you'll need a larger force, since it will have little backup.
Close to judgment
Another issue is that unless you've gone full-on police state, you have to try the super criminals. They need to appear in court, with representation, and there needs to be a prosecutor, judge, jury, court reporter, witnesses, etc. Since the crime took place in the city, the natural thing is for the court to be in the city. For one thing, the witnesses will presumably be from the city. And security requirements mean that the easiest place to put the court is in the jail, where their powers are suppressed and it's hard for confederates to break them out.
By putting the court in the jail, you avoid the limited transportation problem. You don't transport them. You bring the necessary to them. If you jailed them somewhere else, you'd have to transport them twice daily (at least) during the trial. Or you'd have to drag the witnesses to the trial.
Right to a jury
In general, they have a right to an unbiased jury. If you move them (remember, only once) to a remote area with a prison, then the jury pool is inevitably going to be tainted with people who benefit from the prison. Why? Because you picked the location for being remote and with few people. So the people who are there are mostly going to be the new people. And even the old people will do most of their business with the new people, because that will be most of the people. And of course, they make money from the imprisonment. Not an unbiased group.
Compare the two situations. In the original city, there are local witnesses and a local jury pool of people who mostly have nothing to do with law enforcement. In the remote location, both witnesses and jury members will have to be brought from outside.
If you send the criminal to the prison first, before the trial, you can't choose the prison based on the results of the trial. However, if you try the criminal first, and then choose the final prison, you can. Why does this matter? At first, you might think that the criminal engaged in deliberate murder. But later, you might realize that the crime was accidental, only manslaughter. Do you want to put careless people in the same prisons as murderers?
You also may want to use information from the trial to determine what powers the criminal has. You wouldn't want to try to keep Magneto in an iron prison for example. And it may not be obvious that the villain can only manipulate iron. That's the kind of thing that you need the trial and investigation to determine.
You need it anyway
As previously discussed, you need a local jail capable of holding people with super powers. Once you have it, why not use it? If you keep the criminal in the city jail during the trial and for a time afterwards to arrange transportation, you have more flexibility. You can wait until a larger group needs moved. If you need space, you can organize a special caravan to clear out already convicted criminals.
If you move them first, you can have a slightly smaller local jail. But you have to run the caravans when the crimes happen all the time. You can't delay a caravan in one place so as to allow a caravan to operate somewhere else. Because the system is to move the criminals as soon as possible.
If you try to operate a hybrid system, you still have to move the alleged criminal before the trial starts. You gain some flexibility over the immediate move system, but you still have the trial problems. When compared to the post-trial move system, it allows a bit smaller local jail, which doesn't seem that much of an advantage.
If someone has only a short sentence, why transport them at all? You can keep such people in the local jail for a couple months and never engage in an expensive and risky transport. This actually happens frequently.
If the local jail is overwhelmed, a group of people with such sentences can be shifted to a prison at the same time.
Tradition and consistency
But the real reason is probably that it is traditional for criminals to be kept in local jails until the trial is finished. It would take more than the potential for a modestly smaller jail to change that. And this keeps consistency with trials of people without super powers. Everyone has the same basic system. This also helps in that it may not be obvious that the criminal has super powers at the time of arrest. There are then fewer changes once the powers are discovered.