Why else would Emma and Henry be in NY? The only connection they have to NYC, that we know of, is Neal. Remember a little episode called “Manhattan”?
Yeah, considering there’s only one main character who has ties to NYC, I’d say it’s a pretty safe bet that if other characters are going to NYC, the character who actually has lived in NYC will be involved in some significant way. Something has to motivate them to go there, and Neal is their only connection to the place.