Having a Locality Name in your W-2 box 18-20 showing as NYC, doesn't mean that you are a NYC resident. If you have an amount listed there showing as NYC, is because you worked in a city within NYC. If the software for some reason is picking up that you live in NYC and is asking about the county code,
County Code for Nassau is 028
https://www.acces.nysed.gov/sites/acces/files/hse/countycodelist.pdf
Also double-check all entries and make sure that questions about residency have been entered accurately, both in the federal and NY state section.