Throughout the ages it has been customary for the Monarchs to celebrate a national event at Saint Paul's Cathedral. There are two main reasons for this, the first is that Westminster Abbey holds all the Royal Celebrations and Ceremonial, so when there is something of National importance outside a usual Royal thing, Saint Paul's being the Closest Cathedral not a Royal Pecculiar is an obvious choice
The Other reason is because the City of London was given its independance. Yes, in theory the City of London should be independant, and the person incharge was supposed to be The Lord Mayor of London. This was frightfully important back in the day because the Square Mile was the import/export industrial capitol, and so it was very important the Lord Mayor and the Monarch got on...in theory the Lord Mayor being the only person in the country who could effectively lay sanctions on the Monarch
The Westminster Government now retain full control over the Capitol in the time of the Glorious Revolution by reducing the Role of Lord Mayor to a ceremonial position. The industrial Revolution then removed his need all together, and now the Greater London Assemby headed by the Mayor of London effectively run the square mile as a normal local government council.
The Lord Mayor still exists, he is ellected each year from a group of Alderman in the city. He carries still the Pearly Sword which was given to him as an emblem of the cities freedom, and the lil red sword is still used on the Standard of the City of London.
Infact the only Building to still hold the Monarch to account like of old is Saint Paul's Cathedral. She must still ask permission to enter through the Largest doors in Europe (yes, a whole foot taller then Saint Peters Basilica in Romes Vatican City)...and on her journey to the Cathedral IF the Lord mayor travels in procession with her, when they get to the big statue of the dragon which marks the boundaries between Westminster and London...she, who leads must stop, and he must overtake her in his Carriage
I have opened those Great West Doors several times during my tenure....Closing them is harder then opening them...it takes a team of at least three proper stone masons to lift the bolt...they are suprisingly easy to open once the bolt is up because they are so heavy they move under their own weight once you push...they open inwards.
Here is the full service for those who want to see it.
you can skip through the arrivals which take forever