Why is air over New York City considered as a heterogeneous mixture? Why is not considered as a homogeneous one?

You can't see through it (very far)!

(homogeneous mixtures) that are made up of substances in the fluid phase - composed of liquids or gases, or any combination of the two - must be transparent. So air, which is a mixture of gases - nitrogen, oxygen and trace amounts of other - IS considered homogeneous.

However, I imagine that there are a good deal of pollutants in the air in New York, and for that reason it probably appears a little hazy - that is, there are fine particles suspended in the air. You could probably detect them by passing the air through a filter (check your furnace filter if you have access to it, and you'll see what I mean.) So, because of this fine particulate matter in the air, it is classified as heterogeneous, and more accurately as an aerosol or colloidal, though it may be classified as a suspension (depending on the size of the particles.)