There's an unspoken rule in the realm of Sci-Fi: If you're going to destroy a city in America with giant monsters or aliens, it's gotta be New York. Symbolically, it's the quintessential every-city of the US. Sure, you could blow up the Golden Gate Bridge out here in beautiful California, but then what? Fisherman's Wharf? Coit Tower? There are way more bridges and buildings in New York to have fun with (explosions). Godzilla would get bored in five minutes. And when you look as good as Crysis 2 does, you're going to want a lot of fodder.