If, by the "black arrow" you mean an arrow that is part of your browser rather than something in the game, then it may be that the devs have changed the login code so that you can't load two worlds at once. I, in the past, did the same by using two different browsers. I never tried a single browser in it. I've, since then, gone to a single city and am happier to have done so.
On the other hand, if there is a "black arrow" inside the game, I'm not aware of it. Are you on a PC or a mobile device when you do this?
AJ