You are right about the fact that they lived in Westchester County. They lived in New Rochelle I believe, for a long, long time.

It is also my understanding that they maintained an apt. in the city, as many artists of their caliber often do.

Of course, I could be wrong about that too.

But really, does it matter if they got together in an apartment in the city, or their suburban NYC home every year at the appointed hour, etc? It isn't the place that is significant to the story, but the act of devotion itself. Wouldn't you agree?