Actually I was aware of that. And unless the NYT did their own survey it was actually done by Mercer Resource Consulting as a basis for outside companies to know how much they should pay someone they send to Moscow to work.
http://www.mercerhr.com/pressrelease/details.jhtml/dynamic/idContent/1142150
And what isn't mentioned is that if you're not shipped into Moscow, you don't pay the extravagant housing costs that are putting Moscow on the top of that list. Native Moscovites (Moscowians, Moscowers) get housing subsidized by the govt. This is a bit old, but it was what I could google quickly:
http://lcweb2.loc.gov/cgi-bin/query/r?frd/cstdy:@field(DOCID+ru0106)
I don't claim to know a lot about it, but I do know enough to see that there are more pieces to the puzzle than have been provided in this thread. Maybe Wags can let us know what it's like being an American living in Moscow as opposed to a native.