NY/NJ state politics are poison to an up an coming career if you have national ambitions. The Governor's mansion is an endgame, not a stepping stone.
This is why running Clinton makes sense, you're not really giving up any opportunity cost.
If you can have a squeaky-clean Obama come out of Chicago, you can have someone come out of NY/NJ. Christie had a decent chance at the GOP primary in 2012, for instance.
Illinois, Nevada and California had horrible reputations for local politics but they are considered strong sources for Democratic candidates going forward.