The difference in temperature between the sea and the land is the main reason of the formation of breezes.
Sea breeze is formed when the temperature of the sea is less than the temperature of the land while a land breeze occurs when the sea is warmer than the land. Cooler air rusher from area of lower temperature to that of higher temperature causing the breeze.
Cities near large bodies of cold water are mainly heat land, where at night, they are not noticeably cooler than the sea, which causes very weak land breeze while in the morning, the sea is much cooler causing a strong sea breeze.