It depends. On the surface you may believe that you have a loss, but when it comes to sales of rental income there are hidden taxable amounts that may require you to file a return for NY. One of the main items is depreciation recapture. Please see this link that describes this in detail: http://homeguides.sfgate.com/paying-back-depreciation-rental-property-42080.html
Depreciation recapture occurs whether or not you actually took depreciation on your home while you rented it. Because of this, you very likely have a taxable event on the rental home despite the apparent loss on the sale. In this FAQ, you can see how TurboTax will help you to determine this: https://ttlc.intuit.com/replies/3388350
If you have anything taxable on the Federal Return, you will want to file a New York return even if the event has zero tax in NY. New York is very aggressive in enforcing tax rules, so I do recommend reporting it now to avoid difficulties later.
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