The name of the city is 東京 -- anything in Latin characters is a rough transliteration. Tokio was the common spelling in European texts until some time last century, and is still used regularly in continental Europe.
see also, e.g. Tokio Hotel
see also, e.g. Tokio Hotel
https://hn.algolia.com/?dateRange=all&page=0&prefix=false&qu...
That has me thinking of Neutral Milk Hotel. Totally different vibes.