Bad practice to use subtitles or dividers inside dropdowns?

So, in my case, I have a list of boroughs and connected cities. The way it works here in Montreal is we have boroughs and connected cities(like Westmount; geographically-speaking, it's still on the island and an outsider would think it's a regular borough, but it's not..). So, it wouldn't make sense to use 2 dropdowns since they're pretty much the same, but I was wondering if it's bad practice to use dividers or subtitles inside a dropdown. And yeah,I watched that video called "F*ck dropdowns!" and I decided that a dropdown would be a good solution for this.