Rural states, mostly southern states,
do fuel NY's illegal gun trade. There's been numerous studies by everyone from the FBI and NYPD to
more recently the NYTimes showing that the illegal guns used in NY crimes generally come from out of state. It's the same with pretty much every state that has strict gun laws: criminals use those states with lax gun laws to bypass the strict ones in their home state.
So when you hear a New Yorker complain that rural states fuel our gun problem, they're right. Vermont may not be the worst state in regard to bringing guns into New York, but it's sure as shit one of them.