The British press tends to use Westminster(part of London) & Holyrood(part of Edinburgh), to refer to the center of U.K political power and the center of Scottish political power respectively.
Sure that's were the country and constituent country parliaments are but I don't here people in Canada referring to parliament hill instead of Ottwa.Nor do I see americans ever refer to Captial hill instead of Washigton D.C.
Is there any historical reason for this?
The Palace of Westminster is where the Parliament of the United Kingdom, consisting of the House of Commons and the House of Lords (commonly known together as the Houses of Parliament) are situated. The term Westminster is used to refer to the Palace of Westminster where Parliament is seated, rather than the London borough, the City of Westminster.
Americans refer to the White House as a metaphor for the executive branch. There is no particular historical reason for this: it's a common rhetorical technique.