Given that geography and proximity, as you've noted, aren't really things one should worry about when querying an agent, might you elaborate about why not living in the states is detrimental to a prospective author? In an age of e-mail and globalization, shouldn't it not matter? Shouldn't the manuscript stand on its own no matter the geographic origin of the author?
"Should" is not a word with much meaning when you are discussing how things work around here. I should care about the homeless; I should give more to charity; I shouldn't discard the hopes and dreams of Aussies/Kiwis/Tazmanian Devils/Transylvanian werewolves, not to mention the odd Canuck here and there, unread.
Well take me off your "should list" cause I'm just telling you what I do. I don't offer it up for philosophical dissection, although you're welcome to do so in the comments trail.
The truth is, for me, it's a pain in the ass to have clients who are far away, outside the reaches of the US Postal System and hard to reach at 9am when I want to yap at them.
I should be a better person. I'm not. Live with it.
Now, as to why geography doesn't matter in your agent search, the question was "is it important to have an agent in New York". That's not the same question or even the flip side of the question "does living outside the USA help/hurt your chances of snagging a US based agent".
Now, to be clear, not all agents feel this way, AND I have clients who live in furrin lands. I know I don't like it cause I'm dealing with it and it makes me cranky. I also said earlier, and I'll say again, I would sign someone living in Precious Ramatswe, Botswana if they wrote as well as Alexander McCall Smith.
And that should just about cover it.