If the cemetery has a free space page this historical location could be clarified.
Consider Maine. After the Revolution, Maine was officially part of Massachusetts, and did not “secede” from Massachusetts until almost 1820. So, if you had a cemetery in Bangor, that dates from well before statehood, do you call it Bangor, Massachusetts or Bangor, Maine? Personally, I think the first causes confusion, and I would opt for the second.
Edit
I think Jonathon’s reply is spot on.