Aurora,
There are various opinions about sleeping in the Succah, especially in NYC.
Probably the biggest issue for most is actually having a Succah, espcially if you live in an apartment building and cant have one. If you cant have a succah and have to use a communal Succah, you are not sleeping in the Succah.
Many people do have houses and this depends , Some people have private yards where safety isnt really an issue, Then it depends if you sleep in the Succah or not. Many people today dont sleep in the Succah even if its safe (There are opinions that many hold that in Northern Climates , you dont have to sleep in the Succah)
There is of course the safety issue for others, whether its people or wild animals as well (There are Possums and Raccons in NYC and I would not want to wake up next to a Raccoon)