He hinted at that during the All-Star game last year. Some guys can't handle the pressure of pitching in NY.
“[The environment] had a lot to do with [signing the extension], for sure,” Greinke said at the 2009 All-Star Game. “Now, maybe New York would bother me, but I don’t think anywhere else would bother me anymore. Even though I’m in Kansas City, I’ve gotten used to it a lot more. New York, I still might have trouble in New York. I probably would. But I think almost everyone does.”