New York is the cultural & financial center of this side of the planet. There's a reason it's called the "melting pot", because there truly is a mixture of nearly every nationality on the world here, and literally everything that you can imagine in terms of environment. We have 5 whole boros (Brooklyn, The Bronx, Manhattan, Staten Island & Queens) that are like cities within a city, the most advanced transportation system on the eastern hemisphere...I could go on, but it's one of those things where you wouldn't know unless you were here...if even to visit.
Former Mayor Rudy Giuliani once called NYC the "Capitol of the World". Arrogant as the statement was, there really is no other city in the world that has so much influence from all corners of the planet as NYC does. There is no better urban setting for any story, be it a game, a movie, a comic, whatever the case maybe...with all due respect to places like LA or Miami or any other city that's considered a "major city". They just don't have the character that NYC does...and that's what you should take out of my diatribe more than anything else. NYC has character that gives any story a little something extra to it that other cities can't.
EDIT: Born, raised and residing in NYC by the way...and I've lived in LA for over a year as well, definitely not the same.