Rings/cylinders are hydrodynamically lubricated, which means they wobble during their cycle. Wobbling increases with decreasing RPM and/or increasing engine load. When wobbling increases, it will decrease the minimum oil-film thickness, which will increase the pressure rise within the oil film. This higher pressure rise will result in increased oil consumption, as the wobbling motion will pump more oil by the rings.
You're keeping your engine at a high RPM in highway driving and I am guessing you're not driving too fast. So, the load on the engine is not high and the RPM is high and the wobbling is minimal. If you decreased the RPM (lugged the engine), wobbling and oil consumption would increase.
In city driving, RPMs are usually lower and the load on the engine could be higher as you accelerate, which could result in increase wobbling and oil consumption.
Switching to a thicker oil increases the minimum oil-film thickness and decreases the wobbling but since 15W-40 is already practically as thick as it gets, there is no further remedy.
(Note: I don't expect the oil consumption by the valve stems to depend on RPM or engine load much, as it's mostly determined by the valve-stem-oil-seal oil metering and/or valve-guide clearance.)