I think it's also opportunities, and what the media tells us is important. Why do you think the Knicks are on TV so damn much? Exposure.
I do wonder if the COL in New York (or big cities) is an issue for players, or if they just want to be "famous" or in the know.
The problem with a lot of players (and this mentality) is that they fail to grasp that if you are a winner in ANY city, you'll make more money.
Obviously there are players who wouldn't make money no matter what market they're in, but in todays world you don't have to be in NY to get the deals (other than local deals).
Greg Oden didn't get any major ads because Greg Oden sucked as a Blazer. In the universe where Kevin Durant was picked by the Blazers (can I visit that one, please?) he'd make tons of money in Portland. It's because he's the chosen one AND also because he's actually a damn good player.
If you suck, you don't get shit.