CEP aka Circular Error Probability means that half the ICBM warheads launched will come down within the CEP and half will come down someplace else.
The someplace else will, on the average, generally be closer to the target than randomly scattered along the trajectory between the launch site and the target, with a generous side vector.
So, if the NYC metropolitan area is intended to be hit by 20-40 ICBM warheads, the Soviets would have sent 40-80. And a fair amount of the 20-40 which missed would have dribbled down near NYC.
So exit82 was right.