A resort town is associated with happiness, love, and different bright emotions. Whenever Gurov and Anna were away from their lovers, in Yalta, they were at their peak happiness and felt like they were falling in love again. However, when they both returned to St. Petersberg and Moscow, two very cold cities, they were returning to reality. They both were unhappy with their current marriage and sought a scenario where they left their significant others for the ones they met in paradise, Yalta.
Yalta is the perfect place for their affair because a resort town could be described as “dreamy” and pulls its visitors a chance to escape reality. Their affair, in essence, is them trying to escape their boring marriage and seek excitement and a new reality.
I agree with you when you describe how Yalta can be seen as an escape from the reality of being in a relationship that you feel no connection with. I also think that Yalta was a great city for this to take place because it would not look suspicious for two lovers to meet or two random people to meetup and form a connection.