Basically this is just a problem of the "devoted capital city" problem. This arises because lots of people assume the biggest, most economically powerful cities in a nation are the capital of that nation. And there is reason to assume that. Of the hundreds of nations only 33 have a capital that isn't their largest city.
In fact Wiki has special list of those nations.
This typically happens in a nation that deliberately wants to separate the national capital from the influence of that country's economic power. But it can also happen in states. How many know the capital of Montana? Or that it is Austin in Texas? Has anyone not from New York ever even heard of Albany? The capital of Georgia is named Athens? (
it isn't, but you just looked that up didn't you?)
Anyways I wouldn't be so concerned that someone makes a mistake like this. I'd prefer it if they did know it just because I'm always in favor of people having more knowledge but I would only get really concerned if they don't even know the major (non capital) cities of a nation of great importance (yes Canada is of great importance).
So don't worry if someone thinks Rio is the capital of Brazil. Get worried if they don't know where Rio is.
Without looking can anyone name the capital of Niger?