It's not just the loneliness. I think moving away from your past into a bigger city can be liberating in that sense. In New York he doesn't need to keep people at arm's length because the distance is a given.
What a great thought! That makes sense. And on a related note, perhaps New York is liberating because he doesn't have the same reputation to maintain that he had created for himself back in Pittsburgh. When you move to a new place you can become a new person, in a way.