In the opening shot of Cleveland in 'A Christmas Story', you might see a wintry landscape typical of Cleveland during Christmas time. There could be snow - covered streets, houses with Christmas lights and decorations, and maybe people walking around bundled up in warm winter clothes.
The opening shot of Cleveland in 'A Christmas Story' sets a very festive mood. The sight of a snowy Cleveland with Christmas decorations around immediately gives the feeling of the holiday season.
Yes, 'A Christmas Story Christmas' was indeed filmed in Cleveland. The choice of location likely had to do with its classic Americana look and the potential for creating that festive mood.