Why can’t they come both from NY?
Technically they can. What is actually prohibited is for the electors of a state to cast both President and Vice Presidential votes for candidates in their own state. (Constitution, Article II Section 1). So two candidates from New York, say, could receive votes from electors in all of the other states but from New York electors they could only receive one. In a very close election that might make a difference, but for the most part, it'd be fine (unless you happen to be a New York elector).
It is forbidden in the Constitution. Article II, Section 1, at least one of the President and the Vice President MUST be from a different state than the Electors (i.e. those 538 people chosen in the General Election).