Not to mention the other issue: even if it's easy to get into another city via rail, how do you get from the train station to your final destination? Very few cities have public transit anywhere close to NYC's. Of course flying has the same issue, but the airport has a car rental desk.
This is another part of infrastructure Europe generally does better: inner city public transport.
There are some European cities that are still car dominated, however quiet a few are easier to navigate via public transport and some have even gone as far as entirely banning private cars from the city centre.
Or avoid that entirely by driving your own car.