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Adding to what others have already said, there's a slightly different nuance between "these" / "those", and I personally prefer the tone of "these", but I don't think "those" is necessarily incorrect.

That being said, in a conversation, it might actually be more natural to say something like:
"Unfortunately, Inverness appears to be a bit far from any of them".
Saying "these cities" is a little bit of unnecessary repetition, and might sound slightly unnatural.

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I think that the analysis the other user provided is accurate, but I’m thinking about how the conversation would play out and I would most likely say “those” cities. It sounds more natural to me. It’s hard to say why—“those” is referring back to the cities in the previous sentence. The subject of the sentence is Inverness, and “those” feels more remote and therefore feels like a better fit.

I think this just goes to show both would sound natural and it’s just a matter of personal preference. I don’t think there is any deeper logic to my answer.

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I think "these" is actually correct, and the sentence is fine as it is.

A is talking about the cities they're planning to visit *now*—Glasgow, Stirling, and Edinburgh. A is in the process of making travel plans, so "these" makes sense because they are part of A's current plan/intentions, and A is thinking of them in the present moment. The cities are "close" to A in that sense.

If A had said something like "I’ve already been to those cities" or was talking about distant cities not on their current plan, then "those" might fit better.