In all fairness, if you're going to take over a planet without destroying it outright, you'd want to start off at a population center. That would mean a big city.
Now that said, there are many larger cities than NYC, so it'd be more likely to land in LA, Paris, Moscow or any number of larger cities. And if they monitored communications, they'd really be confused as to where to have the "take me to your leader" landing. The UN HQ? NATO HQ in Brussels? Moscow as it controls a very large nation? Beijing for the same reason? I'd think Washington DC wouldn't be the first place to lane. And certainly not NYC...