A few possibilities for you to ponder:
1) It was some sort of scam to rip off your bike but you took it home first and scuttled their plans;
2) The where/when/how that you lock up your bike is annoying someone, for some reason, and they just sent you a message;
3) Someone randomly found an unlocked padlock and chain and they just felt like screwing with you.
In the end, since it's NYC, you'll never know the true answer but parking your bike in a different spot sounds like a good idea nonetheless.
All of these would be typical NY
