For the longest time I just thought “New York City” was what everyone called it to differentiate it from the state. I didn’t know it wasn’t used by people from NYC until I was a teenager / young adult. Similarly, I didn’t know that it was kind of a disparagement. Once I started paying attention to it I noticed that if the city is being referred to in a positive or neutral context, it’s usually “New York” or NYC (pronounced en-why-see), but if it’s a negative context then it’s much more likely to be called “New York City”. Like calling a wayward child by their full name.