While Sin City and the Big Easy may not be directly comparable, both are genuinely ideal locations for Fallout games. In short, both of these cities stand out among others, and that's at least one likely reason Las Vegas was chosen for Fallout.
Whereas the former is about decadence, glamor, and the highs and lows of life on and off the gambling table, the latter is known for a nightlife like none other, a living music scene, a unique history, a spicy array of community favorite foods, and a mix of French, African, and American cultures in festivals such as Mardis Gras, in the vibrant occultism, and more. Las Vegas, Nevada and New Orleans, Louisiana are separated by 1,700+ miles that are home to a variety of different ecosystems, but both cities are iconic to American culture.