A few things you need to check in addition to adding the locality under Profile.

• Income > Wages, Salaries, Tips (W-2) > Pennsylvania > Local Wages and Withholding Information: Check that you have that populated with at least the CITY NAME;
• State & Local > Taxes > PA Cities Earned Income Tax

If your client has Sch C, etc., you need to do the same on those input screens.

Note that if your client's municipality/school district requires F.531, the form has yet to be finalized and there is not a fixed release date from Intuit.  Otherwise, everything seems to be working with the mock-up I did.

This article may also be helpful: https://proconnect.intuit.com/community/help-articles/help/city-return-information/00/5709