It actually means which exit off the Garden State Parkway, not I-95. I-95 in New Nersey is also the New Jersey Turnpike, which has only 18 exits in the entire state. The Garden State Parkway has many more exits, and much of the northern NJ population lives very close to the parkway. Hence the "what exit" joke.
As to why more people don't leave (and many have), there are still many jobs, opportunity, and money in and around NYC, though the Marxists are taking more and more of it all the time...
Right, sorry, I knew that.
I’d still leave, job or no job.
Jews were still working at lots of top jobs in Berlin in 1932.