This is a much deeper issue that transcends just rapid transit, and is based on the competing politics and priorities of the two different states.

For smaller scale but completely astonishing example of just how dysfunctional that whole issue is, take a look at this: http://newyorkyimby.com/2014/09/the-port-authoritys-missed-c...

We did manage to get the world's most expensive and amazing $2bn open atrium shopping mall on that site. And for just a few bucks more we could have had a direct rail connection potentially stretching all the way from Grand Central to Newark Airport. Oh well.