Strictly speaking they were (except the ones in Southwark, which was in Surrey

, which flies in the face of common sense, because if you could ask your ancestors, they would say they were Londoners, and I would agree with them. Interestingly, the earlier indexes of the Principal Probate Registry show many addresses as Middlesex, when almost every other source treats them as London. The predecessor of the LCC was the
Metropolitan Board of Works, founded in 1855, and the
Metropolitan Police is even older, but official bodies with London in their title are fewer and later than you might think.
I think the main thing is to be aware that it
is complicated, and not worry about the finer points unless you are particularly interested in them (they fascinate me!). It matters when you are trying to find particular records, and you need to know that they might be classified as London, Middlesex, Surrey or whatever, depending on the place, the time and the type of record.
But to go back to Margaret's original question that started this thread, I think the important thing is clarity, and if you describe St Pancras as London when it should be Middlesex, and vice versa, the sky isn't going to fall in, because it is still the same place, and won't be confused with anywhere else. I would definitely avoid London, Middlesex though because it's unnecessary, and can be innaccurate too, because the City of London has never actually been part of Middlesex. Oh dear, here we go again...
I'm glad I have no London ancestry!
Mean_genie