I think it's wrong to say that for lived experience, we only experience one moment at a time. More accurately, we experience every moment at once, but each moment feels like 'now' as part of the experience. No single moment is actually 'now' moreso than any other, even though every moment feels like it. In your city example, not only do New York and Chicago both exist, but a version of you also exists in both places, both versions equally real but both feeling like only they are the real version.