I was looking at average frost dates and I noticed that my area (New York City & Newark, NJ) have a much shorter time between first fall frost and last sprint frost- why is that?
Does that mean our area technically has a shorter winter?
Does it have something to do with the fact that we are urban, or on the coastline?

Yes, and yes.
The coast tends to modify air temperatures since water takes so long to cool down (or heat up).
Also, the “urban heat effect” is created by man-made activities (particularly extensive energy use) and also the fact that man-made structures tend to retain more heat than trees, grasslands, etc.
The result = the big cities tend to have milder winters than their inland, country counterparts.
Oh, thank you for clarifying that for me! It’s a bummer though, I really love winter.