Sure they do but on average a millionaire from HK is going to travel internationally a lot more - especially to poor countries - than a millionaire from New York, simply due to geography and living on a small island. All they have to do is walk over the border into Shenzhen to get a sense of just how rich they are. One could conceivably grow up in NYC and never grow to truly appreciate how much their life differs from those in the poorest parts of the World.

There are plenty of poor people in Manhattan, inequality is very high. But maybe you are right and rich people in Manhattan have more opportunity and desire to insulate themselves. I wouldn't know.

Queens/The Bronx/Harlem aren't that far from the Upper East Side... They're not Shenzhen by any means, but they should serve as a decent reminder, especially if they're aware that those places are relatively rich compared to lots of places.