The "is" pulls the expression "I have been" into the present. One of the grammarians here might be able to explain it.
However, your conversation between Jane and Sue is wrong, so it's hard to answer your question.
If they are both in London, then Jane already knows that Sue is there, so the question would make no sense.
If Jane is in London and Sue is not, then she would not say that she IS in London.
Likewise, if neither is in London, Sue would not say she is.
If Jane had said, "Have you ever been to London BEFORE?" (meaning before this visit), then Sue's answer would make sense. She would be saying that she had not visited in the past.
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