Long-horizon navigation in complex urban environments relies heavily on continuous human operation, which leads to fatigue, reduced efficiency, and safety concerns. Shared autonomy, where a Vision-Language AI agent and a human operator collaborate on maneuvering the mobile machine, presents a promising solution to address these issues. However, existing shared autonomy methods often require humans and AI to operate within the same action space, leading to high cognitive overhead. We present Assistive Urban Robot Autonomy (AURA), a new multi-modal framework that decomposes urban navigation into high-level human instruction and low-level AI control. AURA incorporates a Spatial-Aware Instruction Encoder to align various human instructions with visual and spatial context. To facilitate training, we construct MM-CoS, a large-scale dataset comprising teleoperation and vision-language descriptions. Experiments in simulation and the real world demonstrate that AURA effectively follows human instructions, reduces manual operation effort, and improves navigation stability, while enabling online adaptation. Moreover, under similar takeover conditions, our shared autonomy framework reduces the frequency of takeovers by more than 44%. Demo video and more detail are provided in the project page.