Why isn't Old Niskayuna Road located in Niskayuna?

ALBANY, N.Y. (NEWS10) — If you take a drive around the Capital Region, you might notice something bizarre about some of the area's street names — they do not match their mentioned locations!

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For example, Rensselaer Avenue is surely located in Rensselaer, right? Nope, it's in Schenectady.

But Albany Street is probably in, well, Albany, no? Not quite; it's actually in Saratoga Springs.