Can't programmatically fill address field on taxonomy term creation
You need to provide the country_code to your address field.

like 

$city = [
  'zip' =&gt; 1000,
  'name' =&gt; 'Lausanne',
  'lat' =&gt; '47.3879577',
  'lng' =&gt; '8.044136',
];


$term = Term::create([
  'name' =&gt; $city['zip'].' '.$city['name'],
  'vid' =&gt; 'cities',
  'field_cities_zip_city' =&gt; [
    'country_code' =&gt; 'CH',  // country code is required
    'postal_code' =&gt; $city['zip'],
    'locality' =&gt; $city['name'],
  ],
]);
$term-&gt;save();