That's not how it works especially in big countries. For example, immigrant visas in Mexico aren't done in Mexico City, Hermosillo or Matamoros, they're done in Ciudad Juarez. For India, Mumbai does all immigrant visas. In China it's Guangzhou. You don't get to decide where to interview unless you're going for tourist visa which doesn't seem to be the case. So you could've listed even New Delhi on your application, if Delhi doesn't do immigrant visas, NVC will by default move you to Mumbai. You don't have to like it, but you will have to go to Mumbai if you want that immigrant visa.
Did you get your NVC number after I-130 approval?
Kolkata:
Consular Section
The links between Kolkata and the United States are over 200 years old. In 1787, only four years after the end of the American Revolutionary War, the first American ship to visit India reached Kolkata. Recognizing the importance of contact with India, President George Washington, on November 19, 1792, nominated Benjamin Joy to be the first U.S. Consul in Kolkata. One American ship, the “GEORGE”, actually made twenty-one round trip voyages between 1815 and 1837. Over the years the bonds between Kolkata and the U.S.A. have grown stronger. Those who built these bridges of understanding were individual men and women who were zealous in their desire to understand each other and who were dedicated to the vision of a world of peace and fellowship based on mutual interest and trust. The Consular Section over the years has issued thousands of visas to facilitate travel to U.S. for various reasons. The Kolkata Consular district covers the vast areas of Eastern and Northeastern Region. The Consular District can be traced from the regional map given above.
A Customer Service Statement to Visa Applicants
We manage the visa process strictly but fairly in order to best protect the United States. At the same time, we are committed to the essential openness for which the United States has always been known. We welcome and encourage travel to the United States. We promise to you, the visa applicant, that:
We will treat you with dignity and respect, even if we are unable to grant you a visa;
We will treat you as an individual and your case as unique;
We will remember that to you a visa interview may be a new or intimidating experience and that you may be nervous;
We will use the limited time available for interview to get as full a picture as possible of your travel plans and intentions;
We will use our available resources to fairly assist all applicants to get appointments to allow travel in time for business, study and other important obligations;
We will post detailed and accurate information on visa requirements and application procedures on every Embassy and Consulate website,
We will provide information on appointment waiting times at every Embassy and Consulate at http://travel.state.gov/ and,
We will explain the reason for any visa denial to you.
If you are a student, we will make every effort to ensure that you get an appointment and, if qualified, a visa in time to start classes. If you are a medical or humanitarian emergency traveler, we will expedite processing for those dealing with life-threatening emergencies. If you are a business traveler, we will establish appropriate mechanisms to facilitate business travel and expedite cases of particular concern to American business. At the same time, we expect you, the visa applicant, to:
Plan your travel and visa application as far in advance as possible;
Complete your application fully and accurately;
Be forthcoming about your purpose and plans;
Prepare for your interview by being able to clearly and concisely describe your intentions.
Mumbai - look under sections: https://in.usembassy.gov/embassy-consulates/mumbai/sections-offices/
The mission of the Consular Section is to facilitate travel between the United States and India. We educate foreign nationals about visiting and working in the U.S. and process thousands of immigrant and non-immigrant visas every week. When U.S. citizens travel abroad, the consular section is their lifeline to U.S. Government services ranging from emergencies to voter registration.
Non-Immigrant Visa Applications
(Monday through Friday, by appointment only)
For more information about Nonimmigrant Visas, click here.
Immigrant Visa Applications
(Monday through Friday, by appointment only)
For more information about Immigrant Visas, click here.
Lost Green Card
(Monday to Friday , by appointment only)
Returning Resident Visa Applications
(Monday to Friday , by appointment only)
American Citizen Services
8:30 a.m. – 12:00 p.m. (Monday through Friday)
For more information on American Citizen Services, click here.