Many small business types tend to be conservative. The governor saying that conservatives are not welcome in his state is a giant red flag to stay away.
Also, New York is one of those high tax states, run by liberals. If you are a conservative leaning businessman, the last place you want to commit to, is a place where the politicos see you as a source of deep pockets, to pay ever increasing taxes to fund ever increasing intrusive government programs.
I live in New York, and I used to run a business here. The income taxes are high, the sales taxes are high, the property taxes are high, the tax on gasoline is high, Worker’s Comp premiums were high. You have a ton of regulations and unions are strong here. Add to that a governor who says that being a conservative makes you unwelcome. You would have to be a fool to set up shop in New York (unless you get a massive subsidy, and even then).