Remember, ABC-TV broadcasts nationwide, not just in NYC. I'm sure the CMA Awards bring in nice numbers for ABC across the country...maybe not in certain cities such as the larger coastal ones (I could be wrong), but most certainly in middle-America.
Plus, where else is the CMA going to go (other than a basic-cable outlet)? Disney will program it's radio stations pretty much as they see fit: to promote their brands and make some dollar$. IOW, thanks for the suggestion, we'll see down the road...
I'm sure the CMA would like a presence in NYC. If the non-movement on that front since the awards show last occurred in NYC is that big a deal to them, then I'm sure the awards show won't be making a return trip to NYC any time soon, despite Mayor Bloomberg's (and the NYC Cultural Affairs department's) efforts to bring that type of event to NYC.
This is much like the Grammy Awards, which play L.A. and NYC versus each other, seeing which city will acquiesce to NARAS's demands. I'm sure the shows bring money and notoriety to the host cities, but at what cost/effort in terms of dealing with unions, buildings, accommodations, satellite events, etc.