What about in '02 or '03? I think the warriors hosted it?
Nope, both of those were at Telstra Stadium (now ANZ / Stadium Australia)
But on reflection, the difference is that Sydney is The Home of League in Aussie, as Melbourne is The Home of Aerial Pingpong, so moving either of those finals would be a blasphemy. In contrast, our code of football doesn't have a geographical bias.