That's a good question.
I wanted my books set (or at least started) in Southwest Missouri because it's an area I know, and there aren't a lot of books set there. As far as I know, there haven't been any urban fantasy books set there, either. Originally, I created a fictional version of Joplin called Langston. I can't remember if Joplin didn't exist, or if Langston was a neighbor city, but the layout of the town was identical to Joplin, just different street names and businesses. I was inspired to change the setting to Joplin by Laurell K. Hamilton. Her urban fantasy novels are set in St. Louis, which is also her home. I sent her a message on Myspace asking if I should continue to use a fictional city or the real Joplin. After our brief discussion on the matter, I came to the conclusion that I'd be much happier basing the books in a real-life city. If nothing else, it will make the book more exciting for readers who live in or are familiar with Joplin.
Other places in my first book are fictional. There is no Scorch Hollow in MacDonald county, though there are about a hundred other hollows with colorful names, like Thief Hollow, Scotch Hollow, and so on. Scottish is completely fictional, and in the geography of my fictional SW Missouri, it occupies a small stretch of highway just southwest of Joplin a few miles from the real town of Seneca. In fact, the children from Scottish go to school in Seneca.
In addition to the area's unique character, the topography of the region lends itself well to urban fantasy. Joplin is an urban area, but it has a small town feel. There are no skyscrapers or subways. We do have a trolley, and taxis, but most people drive or (less often) walk where they need to go. Pickups and SUVs are as common a sight as cars. Anywhere you are in Joplin, you are never more than a fifteen minute car ride to being someplace where you can get lost in the woods.
People in Joplin tend to be very conservative in their political and social outlooks, but rarely interfere in each others business unless they are asked for help. Likewise, many people here are very generous and family-oriented. That isn't to say there aren't assholes in Joplin. There are, certainly...and plenty of racism and prejudice. Also, Joplin is reputed to be the meth capital of North America. When I worked for the State, I saw some of the effects of that. Local criminal elements tend to be small and disorganized, but they are here. But you have to take the good with the bad wherever you are.
But the number one reason I used Joplin in my books is because I knew the area. That might sound lazy, but I felt it would be inauthentic to write about a place I didn't know very well...for example, had I set the book in Kansas City or Dallas. One of the cardinal rules of writing is to write what you know. At the time I started my first novel, I worked full-time for the State, so I didn't have a lot of time to research a new city or make one up with the level of detail required to make the setting engaging. So, I guess the big answer would be: because it was easy.
Follow-up novels occur in other places, like Chicago, the Yukon Territory, the Channel Islands and Africa. Max's first two books happen in Joplin. I haven't done much thinking about his third novel, if there will be one. That's years down the line, if it happens.