I think this photo is so interesting because Woody Allen in my opinion is the quintessential New Yorker and "The New Yorker" is the quintessential NY read. so to have the "New Yorker" building in the background of a Woody Allen picture is quite fitting
Woody Allen (b. 1935) an American screenwriter, director, actor, comedian, jazz musician, author, and playwright. Allen's films draw heavily on literature, sexuality, philosophy, psychology, Jewish identity, and the history of cinema.