As someone who lived in New York for over a decade and grew up in the general area, there is not a single person who would think its normal if you're trying to strike up a conversation on the subway or even really when walking down the street.

The etiquette is to keep to yourself, airpods aren't creating that dynamic. The normal assumption if you don't know the person in most contexts them interacting with you in NYC is they're up to something and that's just normal US city dynamics with > 10 million people on a busy day.

The dynamic changes when you're hanging out in front of your apartment for say a cigarette or something or at a bar or sitting in the park but even then its not wrong to signal you're not open to interaction in those situations its simply more normal to chat with neighbors or other people hanging out.