with proper train clocks it shouldn't matter, if you're getting on at Penn, look at the clock and pick your platform. if you're switching downtown you could have switched at Times Square.
that being said ... not long ago I was waiting pretty late, like midnight, express train stopped on local platform with no indication or announcement whatsoever and I ran and missed it , had to wait 10 minutes for next train. that was some BS.
and there is the possibility if you're switching, that they hold one train a bit longer and don't ensure you get same connection at 42. but pretty rare, they are decent at holding for connection except in rush when trains come super frequently.
it's a bit of a quirk and not seeing why it gets people super riled (other than my late night CF)