Do we know it was a pure tourist visit and they could choose the location? Many state departments are already flagging the US with a state instability warning if not no-go, so I'd assume she (or the husband) was here on business, or because there were circumstances that pushed them.
To be fair, NYC is pretty blue, it's just the NYPD that has been for decades a threat to the people, especially nonwhites, with Bloomberg's mayorship taking much of the blame.