No. You owe the NY tax if you are working remotely for your own convenience, but not if you are working remotely for the company's convenience. If the company closed their physical office and you couldn't work in NY if you wanted to, then it's definitely the company's convenience.
(However, if this change occurred in the middle of the year, you might owe part-year taxes. But I would say that from whatever time they closed their physical office, you are working at their convenience from that point.)
You may need to keep documentation of this situation (emails, contracts, etc.) in case NY sends you a tax bill.
