Only send what they are asking for, which is proof of your withholding.
Apparently, your employer has not sent the state copy of the W-2 or it doesn't match NY;s records, or you claimed some other type of withholding, and what you reported on your tax returns doesn't match their records.
They aren't asking to verify your income, they are asking to verify your withholding and tax payments. Don't send a paper blizzard of things they aren't asking for.
