Because Prussia controlled a huge chuck on western Germany as well before German reunification. The Rhein Ruhr area where Dortmund and Mönchengladbach are fall under that category.
As you can see from that map, German-speaking lands of the time were mostly split into two - the Prussian-controlled/influenced north and the Austrian south, which politically only ended with the Austro-Prussian war. Bavaria (where Bayern plays apparently!) and Swabia fall under that, and are still culturally somewhat distinct from the rest of Germany. (hence the northeners getting very upset when Germany is stereotyped to a oompah-band loving lederhosen wearing lot) Of course, the west-east split of the Cold War has further complicated matters.
Or to answer your actual question, because the fixture list says so.