Peppers like warm, mulched, soil (ideally not clay, either, especially as clay insulates and locks in coolness well), and they don't prefer cool nights. Soil can be a lot cooler in the north, as can be the nights. Also, peppers seem to like the sort of consistent moisture that comes with mulching, but I imagine that's not any bigger of an issue in New York than it is further south.
It could be that there's less copper in your soil, if the walls are thinner. Copper helps fruits to absorb water, and in theory, that may lead to thicker walls. I would look to soil nutrients as much as the climate differences.
You can grow peppers in the north just fine, even in less-than-ideal soil. You just need to mulch it and/or warm it up and/or have an excellent soil that peppers love. The only mulch that I have experience enough using to recommend is shredded wood mulch; peppers like it in my garden (its presence or the lack thereof makes or breaks the in-ground harvest, in our soil; they like my neighbor's soil without mulch, though). To warm soil, you could try using such as black plastic or landscaping fabric.
When I don't mulch, I like to grow peppers in containers, but if I have mulch, I like to put it in the containers, too, to reduce watering frequency needs.
In theory, peppers might prefer more phosphorus in the north, due to the colder temperatures, and maybe even more nitrogen to prevent the potassium from dominating (high potassium and cold nights doesn't seem to be the best combination for peppers).
Peppers like heat more than tomatoes do.