At church or during social gatherings in a friend's home, there is a certain set of expectations of behavior which are much more well defined and widely understood than the behavior you can expect from random people traveling though the NYC streets or subway.
There are settings where I'm much more likely to engage in conversation with a random stranger than others, because I know it's far less likely that they will react unpredictably and/or try to scam/hurt me.
Again maybe its a geographical thing since I don't live in NYC, but I have visited several times, so i have narrower perception of this. My view and experience is that its far more likely that engaging with a random stranger that they will either politely ignore you, go on their way than react unpredictably and/or try to scam/hurt you. Similarly, its more likely that they will respond to you (even if its a throwaway reply and thats that) than react unpredictably. A society where those two statements aren't true doesnt exist as it would be complete chaos with no interaction between anyone at all