Don't make the mistake Manhattan or NYC with the New York Metro area (used in your link).

Manhattan: 1.6M people, 23 sq mi, ~70K/sq mi (more than double #1 on the list)

NYC: 8.3M, 305 sq mi, ~27K/sq mi (would be #2 on that list)

NY Metro: 17.8M, 8700 sq mi, 2K/sq mi

So while NY Metro could definitely use more housing, you're talking about CT farmland, the Poconos, Hudson county, etc.