Let's be honest, NBA players would want to play average folks once in a while. MWP is a native New Yorker, so I guess for him it's absolutely normal to hop on the subway to get from point A to point B. If I remember correctly Balkman used to take the subway on a daily basis. I mean, we're so used to Knicks players living outside of New York and being completely invisible off the court (with the exception of JR beeing spotted randomly at various afterparties around 3 o'clock in the morning).
But, the thing is, in this case it was all arranged, the Knicks probably organized "a day with Metta" or something similar to bring the Knicks closer to the fanbase.