As mentioned in other comments, piercing the corporate veil is on thing, but another thing is that if you're doing business in NY and you're not incorporated here, you're going to have to register as a 'foreign agent', which can be costly, esp. for a LLC.

But if you don't reg. as a 'foreign agent' or are incorporated in the state you can't legally do business in NY state.

Hopefully your business lawyer knows their stuff and complained about the NY state LLC publishing law (posting ads in newspapers announcing your LLC). If they didn't, I would be skeptical of them.

NOTE: IANAL and take all of this with a grain of salt, I may be completely wrong.