Hi!
I also got into NYU's MA program and am weighing the possibilities. I did read online that there is a possibility to do a MA thesis instead of taking the comprehensive exam, which is supervised by a full-time faculty member. I agree with you that this degree might help to get into a better PhD program in the future. I also haven't made a decision yet! But congrats on the PhD program - that WOULD be, at least economically, more sensible since NYU's MA program isn't funded.
Good luck!