Sure, NYC has played a role in various movies, but the MCU has not yet followed the lead of the comics in creating the sense of a whole community of heroes that share NYC as a home base. Which is understandable, since many of the most NY-centric titles like Spider-Man, the X-Men, and the Fantastic Four are with other studios, and so was Daredevil until recently, so Marvel's been left mainly with characters for whom NYC is not a key location. Tony is based in Malibu, at least in his solo movies. Thor is from Asgard. Banner travels all over. Cap is a Brooklyn kid and seemed to be living in NYC in The Avengers
, but mostly in deleted scenes. And the SHIELD guys operate out of helicarriers and jets and bases in DC and various parts of the country. So while NYC is present in the MCU, it's not the hub of the superhero community the way it is in the comics. So it's great that we'll now be getting a quartet of interconnected series about street-level New York heroes. It's filling in something that's been missing up to now.