Would someone born in Chelsea, London in 1787, have been christened in Westminster?
Extremely unlikely (unless that person’s parents were Westminster residents who just happened accidentally to have been travelling through Chelsea when their child was born, and went home for the christening). In 1787 Chelsea was a rural village. People born there would normally have been christened in the parish church, same as in any other village. Westminster was a long way away, with open countryside in between; it was a totally unrelated urban community.