It's far more of a hockey hotspot than the vast majority of NHL cities or states. Hockey is very popular in NY. Not just NYC. New York is tied for third in active NHL players by state, with Massachusetts and behind only MN and MI. I know people say, "Well NY is a big state!" but the majority of players aren't coming from the city or near it. CT and NJ are basically extensions of the NY market. They add another 15 players.
You have the Rangers, Islanders, and Devils existing in one metropolitan market and then the Sabres existing outside the main market but in the same state. NY is very much a hockey state.
A Stanley Cup for the Rangers would be huge. For the Islanders, it would still be big but not quite as big. The Devils, whatever. Buffalo, probably no one in NYC or Westchester would care, but plenty of Upstaters would be through the roof--the Buffalo-Schenectady-Albay-Troy market isn't insignificant.
Soccer is also very popular in NY, due in large part to the significant immigrant communities that make the City so unique, but isn't close to hockey. Understand the Rangers have been around for nearly 100 years. The Isles have been around for almost 50 years. The Sabres have been around since 1970. Even the Devils have been here for almost 40 years. The teams are all well-established with large, devoted followings.
Outside of New England and portions of the Great Lakes Region, NY is about as hockey-focused a place as you'll find in the US. And I've lived in NY, CA, PA, the Deep South, and Mid-Atlantic, so I have a pretty good sampling.