Unable To Capture The Last City in a Region?

Without more information it's hard to say what the issue is but there are three likely culprits:

The town is already under siege from allies or and independent faction.
These allies arrived and initiated a siege before you did. The game won't allow you to start a siege because one is already underway! If you notice armies congregated outside of the city try waiting a day and see if they mount an attack on their own. If they lead an assault, you'll be able to join the attack as soon as it starts.

You've made peace with the enemy faction
It's possible you agreed to a truce while you weren't paying attention. If you haven't played for a few days it's possible you made an agreement with the opposing king and forgot about it. For whatever reason, the hostilities are now over and you aren't able to besiege the city. Try declaring war again and see if that allows you to continue your conquests.

The city was conquered by a neutral third party
I've found that under certain conditions the color schemes of the Kingdom of Swadia and Kherigate Khanate can look similar. Despite one faction using orange text and the other using purple, when fully zoomed out of the world map the text appears almost an identical white. If your computer monitor or television screen isn't properly calibrated then you may be unintentionally trying to attack a faction you aren't at war with. If you don't have a negative reputation with a faction you shouldn't be take a hostile action against them. In other words, you wouldn't see the option to initiate a siege.