Much as I'd love for key NYC infrastructure (namely the MTA) to be free from the grips of Albany, this would never work. New York City is so intrinsically dependent on infrastructure from the surrounding areas that it would be a nightmare to try and negotiate that across state lines. Negotiating water rights alone would be an absolute mess.
> we still aren't allowed to run the socialist utopia most city residents actually want
Uh, no, "most" residents of New York City don't want a socialist utopia.
Just because four of the five boroughs voted for Obama in 2008 doesn't mean NYC is some bastion of radical left-wing thought. Let's not forget that the city voted Bloomberg in three times.
(If you really want a deeper analysis, you might want to note that New York City politics is also influenced by people of color to a degree that no other major city in the US is. While they tend to vote reliably for Democratic candidates, black and Latino voters are empirically far less liberal[0] than their white counterparts in the Democratic party).
[0] Ignore the op-ed itself; the graph halfway down the page illustrates the data very well: http://www.nytimes.com/2015/07/09/upshot/what-the-hispanic-v...