First of all, everyone starts out in New York, and since traveling is only for subscribed players, you can't leave New York if you are unsubbed. So you're in New York right now.
Secondly, people travel for many reasons: to get in with different factions in different cities in order to learn their skills or buy their equipment; to participate with their agencies in multi-city travel hunts; to participate in Arch Villain Hunts; to search for treasure in secret places; to collect books hidden throughout each city; and because people like change--it can be boring staying in one city all the time. One of the goals in the game for many people is to
obtain PE and WE contacts in each city.
So yes, many reasons people want to travel. So subscribe, and see the world!