Hmmm. I’d have to do a fair amount of work to be able to include inter-city categorization (country → region → city → street → node is all easy enough and fully built out, but city → city would be massive). So I don’t expect any sort of visual grouping any time soon. 
There’s enough work for me that I’d wait for someone to complain about a city being too big, then look into whether or not there’s another layer down that can be imported.
As for a cut-off on when to do this - there wouldn’t really be one because determining what gets imported into CityStrides is a manual process (How to help with missing/broken cities/regions).
My basic workflow is to take a country (which I’ve seen always exist at admin level 2 in OSM) and determine what admin level its regions are at. A lot of the time, it’s 4. It can vary, though - even within the country itself. Then I’m determining what the general/typical admin level for cities are for those regions. I usually spot-check a few regions for e.g. admin level 8 (pretty typical) or 6. I’ll do some searches for the names that come up to see if places like wikipedia mention them as cities. If that looks “good enough” then I’ll import all those cities & run some code that figures out local people’s progress.
Then I just sit back and wait for complaints. 