I'm almost certain it's a state or city code thing. Most states require one at the boiler and another in another room. Then, some states will go further and specifically say they're not to be in another room rather at the top of the stairs leading to the boiler. I know MA specifically requires them to be at the top of the stairs to the boiler/furnace and in some cities of MA even require smoke & CO detector to be wired to the system as well. If they go off, they must shut off the boiler/furnace.
My feeling is MA and NY tend to be buddies with code requirements and likely it's a NY state code thing as well.