the worst of these blue hell holes like NYC or Chicago generally don't let you have guns

Legally, anyway. And since we all know that criminals, by definition, give zero fucks about the law, that leaves them with an unarmed populace that is ripe for the picking. As Chris Rock said years ago, "Never go to clubs with metal detectors. Sure it feels safe inside. But what about all those niggas waiting outside with guns? They know you ain't got one." Same thing applies to cities with blanket gun bans. Better to get the hell out of dodge so you can arm up and protect yourself.