Yes, I would definitely say in NYC you are breaching a social norm if you do not at least move over a bit if space opens up. When the subway is at capacity everyone is pressed up against each other – but to remain pressed up when it is no longer necessary is officially “creepy.”
There is also a hierarchy in terms of how “good” different seat locations are, and given the chance people normally “upgrade.” So for example if you are sitting in a full three seat bench, facing a full three seat bench, and 2 of the people opposite you get up, one person will normally switch across, and the people remaining on your bench shift to put the empty seat between them.