Probably Yes...any other income may be taxed by NY...
enter your 1099-R for that in the FEDERAL taxes section as you normally should do..and go thru the followup questions after that main form...the NY distribution amount should be the same $$ value that is in box 2a...or the Federally taxable amount of box 1 if box 2a is empty.
....you get the NY exemption on one of the followup pages..(shown below) where you make a selection to indicate which source of NY pension your 1099-R represents...that is how it gets exempted in NY.