This is amazing...
"Nassau is the place to go, ain't no other place I'd rather be. Westchester's for pussies, nothin' stinks like Jersey."
But seriously, I think some of the difference in voting patterns might be due to the housing market. NYC cops living and retiring in Nassau (or Suffolk) is a stereotype for a reason. You don't seem many cops retiring to Westchester because they simply can't afford homes there.
Residential median sale priceCounty: 2019: 2020: 2021:
Nassau $541,000. $585,000 $620,000
Suffolk $420,000. $470,000 $510,000
Westchester $629,020 $707,500 $750,000