I've lived in and around New York for 45 years and it still fascinates me. I moved there to go to college and stayed when I started my career. Business opportunities in the city are numerous, diverse and generally well compensating. There are opportunities in almost any endeavor and field. Anyone with ambition and a bit of drive can find opportunities for a successful life.
The diversity is incredible as there are people in NYC from everywhere! They've brought their cultures, languages, arts, clothing, personalities and foods with them making NYC one of the world's great melting pots. The sheer variety of restaurants is a testament to the many cultures represented in the city.
Pre- and hopefully post-pandemic, NY's entertainment choices are nearly endless. The Metropolitan Opera, Broadway, the NY Philharmonic, Carnegie Hall, dozens of clubs and venues all provide top-flight entertainment. You mentioned Colbert's show; there are actually dozens of programs (and movies) filmed in NYC, many with live audiences. The museums are fantastic and have collections that people come from all over the world to see and appreciate. The Hayden Planetarium, part of the Museum of Natural History, is world-class and run by Neil deGrasse Tyson. Our sports teams are (usually) very strong and events like the U.S. Tennis Open and the NYC Marathon also draw crowds from around the world.
Because of the OP, I assume your opinion of NYC is a fear of crime. That's understandable. However, crime in NYC has declined precipitously in the decades I've lived there. The freak who shoved people onto the tracks is one person out of 8 million. I suspect you would find an equal or probably higher ratio of crime in nearly any other city in the country. The subways are cleaner than ever and, generally, the service is excellent. Keep in mind, it's one of the largest and oldest mass-transit systems in the world. Consider this: You can ride nearly 50 miles on one swipe of a MetroCard, (roughly $3.00).
NYC's architecture is hundreds of years old and also brand spanking new with spectacular creativity. The history of the city is very rich and dynamic. Because it's a waterfront city, the beaches, boating, fishing, horseback riding and other activities are plentiful. There are championship golf courses, (just stay away from Trump's course in the Bronx!), marinas and parks in all five boroughs. The skyline is spectacular and Times Square is popular and, shall we say, unique.
My wife and I suffer from wanderlust and we've visited many cities and localities around the U.S. and the world. We had travel plans last year and this year that were screwed up by the pandemic. However, our hearts will always be in New York, our home. You might reconsider your view of this city and give it a second chance after the pandemic is under control.
In any event, it took me all day to write this reply so I hope you'll accept it the sincerity I've intended. By the way, where do you live?
Have a good evening.