The costs of the building and electricity to grow the plants greatly outweighs any benefits gained from growing them near to where they presumably would be eaten. The cost could easily be 100x more and besides, the veggies would still have to be shipped somewhere to be processed.
We’re not even saying that farms will remain outside. Building multi-level (not necessarily multi-story) automated farming units on inexpensive land within 100 km of food processing plants, for example, might make a lot of sense. But if you’re going to make farming more efficient, you aren’t going to do it by moving it into the most expensive land in the world.