NYC being invaded to the point you had to nuke it off the face of the earth is hardly "any problem."
There's no explanation that makes any sense why you would call CM at the first hint of a problem with the Snap, but never consider it when a legitimate alien invasion was on its way to...kill half the planet anyway, as Thanos does.
The only thing that makes sense is that CM was gone and couldn't be reached, and fury was hoping that MAYBE this time she'd show up.
Keep in mind that the starships the Guardiansl, Thanos, and even the Ravagers were using could cross interstellar distance from earth to Kree space in hours or days.
CM still has not shown up as of the beginning of endgame, despite being paged. Why is that?
Doesn't this require a lot of comicbook suspension of disbelief for why other active heroes don't interfere in each other's films and TV series though? It's left to the viewer's imagination.
Maybe New York wasn't the only issue at that moment, not everything important happens in the US and down the road from Avengers HQ and perhaps Captain Marvel was dealing with something huge and off-world, off-screen. For the same reason that when the X-men face off against alien invasions and world-altering mutants, they don't hit speed-dial on their cosmic-level super-pals either, and why, when Spider-Man is trading blows with the Sinister Six, he didn't call the FF to help beat the shit out of them until he was rocking a broken arm and badly hurt.
Avengers films have a bloated enough cast with keeping track of everyone as it is, but justifying why every new hero wasn't in NY (if they were active then) is as easy as recognising that the Marvel world has heroes battling across the whole planet, multiple dimensions and galaxies and against all manner of factions that most of them aren't even aware of. At the point the Avengers defend NY, aliens and Asgard are relatively new to most of them. But Fury, Marvel, Thor and the more cosmically-inclined characters perhaps view it in a different context of it being one city on one planet under attack by one force. That suspension of disbelief hangs together because Fury, even Odin and others, don't reveal everything they know, in order to leave room for the writers to manouver. You might as well ask why loads of the more powerful supporting cast rarely take direct action in Lord of the Rings. It makes the situation that much more desperate when they do, as it's assumed they have other, metaphysical concerns while leaving mundane adventurers to handle mundane threats that can be beaten by hitting them really hard or lobbing jewellery into volcanoes.
I don't know, that's how I always figured it reading Spider-man as a kid, when, as a relatively charismatic young guy with stacks of super-friends, there was always a reason why the FF didn't pick up the phone. He just didn't know they were playing 4D chess with galactus while he was punching villains concerned with the more human concepts of money and power.