As an example look for a latitude of a major European city and then compare it's climate with a city of the same latitude in Asia and North America.
I'd imagine studying climate differences might be like studying sports injuries. Some metrics would seem global ("rate of concussions") but would be pretty regional (e.g., because US plays more American Football). Some would seem regional ("rate of childhood knee sprains"), but would be pretty global (bc kids play soccer almost everywhere).
Similar thing with climate: some metrics would seem global (distance from nearest pole), but are pretty regional (bc jet streams, etc.).
In both cases, you don't HAVE to take a regional view, but it's certainly easy to draw the wrong conclusions looking globally.
As an example, the most recent US National Climate Assessment (NCA) has an extensive regional breakdown of impacts. Since you mentioned New York, here’s the chapter for US Northeast: https://nca2018.globalchange.gov/chapter/18/
The regional breakdowns for the upcoming NCA (2023) will be a little finer, I think they are breaking the Great Plains into subregions.
Regional reports are worthwhile for another reason too: observant readers can link some of the changes reported in the NCA to stuff they see in their life. I live in California, and the wildfire/drought rates are obviously growing here. People in the US Midwest will notice creep of growing season, etc.
But also, the climate impacts on a given society will depend on its vulnerability and coping capacity in other ways. E.g., prevalence of air conditioning, or urban vs. rural, or mix of occupations.