Dear Kristina,
I know it is not a pretty nor very efficient solution but it does the job. If you need to run it just once it is probably enough:
Inh = 4 10^6;
cities = Select[CityData[All],
QuantityMagnitude[CityData[#, "Population"]] > Inh &]
citiesAndPopulation = {#, CityData[#, "Population"]} & /@ cities
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