Caemlyn is the first big city/capital the Two Rivers group encounter while travelling to Tar Valon, which is itself described as the only city more beautiful than Caemlyn. Even the prior travel through Whitebridge is dwarfed in every possible way despite the actual White Bridge itself being a wonder to behold.

While still a part of Andor as the Two Rivers is, Caemlyn is more about the sheer scale of difference between the rural hamlet the main characters are from and one of the most important cities in Rand land. Two Rivers had several dozen families who grew up expecting to both marry someone from the village and live there until they died of old age. Caemlyn had 300'000 people living there and being the capital of Andor was a political focus for both Aes Sedai and the other nations of the land. Any outside visitor to Two Rivers was a cause for talk amongst the townsfolk while Caemlyn regularly received visitors from all over the continent this side of the Aiel Waste. While the locals won't really care too much about this as it's a daily occurrence to see people from other nations, Rand and the others would due to both the quality and quantity of those coming and going.

Plus as the group travel through the city it coincides with Logain being escorted by Aes Sedai, something significant enough even the locals respond. So Rand's group definitely witness a very different culture despite living in the same nation.