Believe it or not, Pike County, PA (off of I-84, which doesn't have very good mass transit connections to NYC) is included in the New York-Northern New Jersey-Long Island, NY-NJ-PA Metropolitan Statistical Area, but Fairfield County, Connecticut (with a direct train line into Manhattan)is only in the Consolidated Statistical Area. And fast-growing Monroe County, PA (off of I-80, with many commuters to New Jersey and buses to NYC) isn't in either area.
There's no question that more Americans are leaving the Northeast for the South than vice versa, though. But due to net positive birthrates and foreign immigration, the Northeast is still gaining population, albeit at a much slower rate than the rest of the country. According to the
census bureau, the only state estimated to have lost population from 2000-2005 is North Dakota.