No matter where you go, there you are.
Stephen and America visit New York on Earth-838 as well as another unnamed reality, which is suffering an incursion. Each version of the city is similar to Doctor Strange’s home reality, but slightly different.
Apparently all versions of the New York streets, from the SoHo Street Battle in the main reality, the alternate realities, outside the New York Sanctum, or from the mid-credits scene, were all shot on backlots using visual effects to complete the backgrounds and add other effects. The building and streets were redressed as needed for each world.
(Doctor Strange in the Multiverse of Madness, 2022)