People come to NYC for very specific reasons -- work is one of them. If you're good at your job, then you want to compete against the best people in the world.
Work isn't so important to me that I would live a substandard lifestyle just for the sake of being in a more competitive environment. Where I live is much more important than where I work. I've been all over the America and the world, and I much prefer living in Alaska over anywhere else.