From the numerous biographies I've read of Mahler, and with greater detail about Mahler's lifestyle provided by Henri-Louis de la Grange, even though Mahler did drink, he didn't do it to excess, and he preferred the quieter intellectual social circles he learned to get used to while in Vienna. So I would believe that Mahler likely enjoyed a similar social setting with mutual friends on New Year's Eve, and the same thing on New Year's Day, in NYC.
I also would believe that had Mahler lived longer, and stayed in Vienna as opposed to coming to America, he would have detested conducting the annual New Year's Day Strauss waltz concert in Vienna.
Wade