According to the disney plus timeline, Yhe Thunderbolts* takes place in between Daredevil Born Again and Ironheart. That means theoretically New York City may stillhave been under the curfew and high alert status. It was at the end of season 1 of Born Again season one.
Of course, being as we only see New York City during the day and pretty much localized at onr specific location, it is possible that those conditions are still in place. However if in Thunderbolts*, Wilson Fisk is still mayor, then he would surely have objection to a superhuman team setting up shop in his city, despite it being government based.
One possibility is that the events have born again season 2 will also take place before Thunderbolts*, and the conditions imposed by Mayor Fisk have been repealed. Another slightly more sinister option is that between the end credit scene of Black Eidow and the Hawkeye show, a professional relationship between Wilson Fisk and Val is implied. Perhaps Val made a deal with Fisk that the New Avengers know nothing about.