Not "make up" so much as "perhaps misremembering and naturally exaggerating."
Anyway. I know what scene they're referring to in that article and it was very obviously chroma'd but there has been also very obviously shot-on-location stuff in New York City as well this season, much like there was in Washington DC last year.
Obviously the majority of stuff was done here in L.A., but one chroma-keyed sequence of a helicopter chase hardly indicates that they didn't do any
location work in the Big Apple.