The threat of a nuclear detonation would be more effective than actually doing it then. What part of New York do you evacuate??? The whole state? If you knew there was a hidden nuke in a particular area of New York then yes, evacuate. Otherwise, it is useless information to the New York population.
If the terrorists know an area is evacuated, do you think they would use their only nuke anyway? No, they would use it somewhere else…
How many times are you going to evacuate before everyone ignores it?
About as many times as the govt issues a "terrorist alert".