There provides a reference to the last-named place. If you wish to refer to multiple places, it's best to use your "them" construction instead.

I visited City A and City B again even though I went there last year.

Here the reader understand that there refers to City B.

I visited City A and City B again even though I visited them last year.

Here the pronoun them covers the entire list.

There provides a reference to the last-named place.

I visited City A and City B again even though I went there last year.

Here the reader understand that there refers to City B. If you wish to refer to multiple places, it's best (i.e., less ambiguous) to use your "them" construction instead.

I visited City A and City B again even though I visited them last year.

Here the pronoun them covers the entire list.