The NYC locals are actually on channels 8100-8116. They are "mapped" to their regular channel numbers on your receiver. These are really the same channels. Your receiver is smart enough to know that when you press channel 2, you really want channel 8101 WCBS.
If you cancel locals, the 8100 range channels are dropped and your receiver can no longer "see" the mapping info so those are gone too.
See ya
Tony