Most people moved to Long Island to commute to Manhattan. The train, in fact, came first, and then people moved there because the rattling train gave them access to Manhattan:
http://images.nycsubway.org/i77000/img_77458.jpg
Many moved from noiser Manhattan for more space and more quiet, especially back when Manhattan had even more elevated trains. Others might have moved from elsewhere in the world for access to high Manhattan wages, and accept the noise as the price of that access.
People will accept some noise when it's less noise than they dealt with previously or if it provides other benefits, but most people don't fly enough for sonic booms to be worthwhile in daily life. Even subsonic planes are unpleasant to live near.
A train running by is very, very different to a sonic boom. If you don't like the sound of a train, you can move a few hundred meters from the tracks and the inverse square law will do the rest. The sound of the train going by, even for people right next to the tracks, doesn't regularly break windows.
