They most certainly do not say that in the whole STATE. There are far more counties in NY that are effectively "shall issue" than not.
Unfortunately, many of the largest population centers are a real problem but it's certainly not the entire state. In most of upstate, there is no trouble getting permits.
By population, there are far more under the iron heel of "may issue" then not. Even still, until changed in either the CA2 or the SCOTUS you are just a quick local election to negative changes.