The biggest difference in riding between Milwaukee and NYC that I see is all about time and commitment.
In NYC, riding really is the fastest and most efficient way to get around, where as in Milwaukee it's not - driving is. So, in Milwaukee you really have to be committed to riding and deal with having it take a little longer to get places.
That's the main thing, to me.
As far as drivers not being used to bikes, that is more of an annoyance. Like, you'll approach a 4 way stop and see a car pull up too. You expect the car to go so you slow down but then in Milwaukee many times they'll stop and wait for you to go. It's annoying because they often act the opposite of how you'd expect.
Obviously Milwaukee doesn't have nearly the traffic NYC has, so that's nice. I've never really encountered too much drunk drivers at night.