Make Entity or Value-object?

Question

Problem-Based Design

Good afternoon. There is a standard Entity describing the Organization

class Organization {
public function __construct(Name $name, Address $address, Phone $phone) 
{
$this->name = $name
...
}

}
Name, Address and so on are the ValueObject in which I validate the incoming data

Assert:notEmpty($country);
Assert:notEmpty($city);
Assert:notEmpty($street)

So I save "Россия", "Москва", "Солнечная ул", "15", "115033"
But now there is a new rule that you need to do a search for organizations in the city, and this is exactly the right search.
(Yes, of course, such things should be discussed in advance)
What to do in this case?
Make a separate City entity and save it in the previous version
"Россия", "CityID", "Солнечная ул", "15", "115033"?
Or leave it as it is and do a search for the text "Moscow" in the database later? In this case, I need to somehow validate the city for its presence in some "list of cities in Russia" by entering the city? I can do this in the infrastructure layer, of course, but somehow it won’t be completely wrong?