I don't believe there were ever a Muslim Leader of the LCC/GLC either, so that's being a bit disingenuous; the implied statement "first Muslim in a primary position of London's government" is still true.
Funny how all the UK headlines just mention that Khan won from Goldsmith, but outside of the UK the news focuses on a "Muslim mayor".
That's perfectly reasonable. This isn't news outside the UK except for the fact that he's Muslim.
It's an uncommon thing, an anomaly, so it's news. Most people outside the UK have no idea who Goldsmith or Khan are.
I suspect a lot of the people inside the UK wouldn't know without some context as a clue.