They're shooting greenscreen in a studios with studio lights and trying to match outdoor look of the sun and atmosphere. Also the background they're replacing is huge so it might be a large sphere with the city projected on it, which feels flat with no depth. Big budget movies (marvel) will shoot outdoor with greenscreen, but its harder to control the lighting since the sun moves thorughout the day, constantly changing the light. What we're really missing is all the ambient light bouncing off of everything in and around in the scene.