Why is Westchester county so extremely expensive especially for a real estate taxes real estate, etc. ?

I have an interest in the area. I live in Pennsylvania and I just saw a show called first time home buyer/1st time buyer on Hulu and it is featuring Westchester County and I am blown away about how expensive the housing is like $1 million for a regular split level or even Cape Cod. And then the property taxes are like $1000-$2000 a month. How do average people make it in that area?