They do. And there have actually been studies run on the "station citing" to see if there is a systemic bias induced into the data. So far the studies have found little worrisome impact to the
overall data from things like poor station siting or even urban heat island effect.
Peterson et al found: "Contrary to generally accepted wisdom, no statistically significant impact of urbanization could be found in annual temperatures." (
SOURCE)
This stands to some reason since the overall data that is noted is actually the
anomaly or the difference vs a baseline temperature set. Measuring the
difference in something is often far more powerful than measuring the number directly.
There was a denialist group that started a webpage for rating station sitings and when a bunch of stations were identified the folks who run the USHCN (NOAA) ran some comparisons
based on the denialist group's ratings and found: "Results indicate that there is a mean bias associated with poor exposure sites relative to good exposure sites in the unadjusted USHCN version 2 data; however, this bias is consistent with previously documented changes associated with the widespread conversion to electronic sensors in the USHCN during the last 25 years Menne et al. (2009) . Moreover, the sign of the bias is counterintuitive to photographic documentation of poor exposure because associated instrument changes have led to an artificial negative ("cool") bias in maximum temperatures and only a slight positive ("warm") bias in minimum temperatures."
SOURCE
