Cleese is showing what a complete idiot he is.
The first major settlers of London, and who gave it its name, were the Romans. Not exactly 'English' were they?
People who consider themselves English today are mostly descendants of Germanic tribes who came to the country much later.
So I think the question he should ask himself is 'what makes the English have any rights over London' when it has clearly been inhabited by outsiders (if that's what he's driving at) for so long?
London is a cosmopolitan city, always has been, always will be.
Wise up JC and stop showing your ignorance.