Thriller Ant
Beep Bop Boop
I know you said you can't explain it, but could you even begin to? As someone that has lived next to New York City his entire life and even worked there briefly, I'd hardly describe Times Square as awesome. They don't even have good hookers there anymore.
It was probably aided by me never having been to New York and it being the only tourist-y thing we did, but it was just cool being somewhere I had seen on TV a bunch and feeling what it was like to be there in person.