They don't, but regional air pollution will definitely cause regional effects as well. I'm well aware of Ozone alerts and poor air quality days here in the US, usually caused by diesel particulates and stagnant air(high pressure domes). I know European countries tend to have a lot more diesel cars instead of gasoline powered cars, due to taxes and fuel costs. Diesel produces much more NOx emissions that have worse greenhouse effects than gasoline powered cars. That's all I'm trying to say, so imagine all those diesel emissions in the cramped urban confines of a European city and there's the potential for stronger heat waves and worse air quality, especially with stagnant air.