first, there’s a difference between what happens if you filter using the Location box vs the Filters > More Filters > Place box. (there are tons of other discussions in the forum that explain this. you can search for those if you like.) typically, i like to filter using Filters > More Filters > Place.
second, assuming you’re talking about the city of Santa Rosa in Sonoma County, CA, it doesn’t look like anyone has created a place definition for that within iNaturalist (see https://www.inaturalist.org/search?utf8=✓&q=santa+rosa&commit=Go&source[]=places), or at least i can’t find it. so you won’t be able to filter by that place until someone has created it.
so you could create a place definition (see https://forum.inaturalist.org/t/creating-a-place-for-your-us-city-using-census-bureau-geography-data/21927) and use it to filter, or you could just filter using your own bounding box. the easiest way to define a bounding box is to pan / zoom into the map so that it looks like the city is shown within the viewable area of the map. then click the “Redo search in map” button. from there, if you need to tighten the box, you can adjust the lat and lng values in the URL.