There are several factors that could be at play here, and I strongly doubt it's strictly an 'urban canyon' issue. For one thing, there may be more sources of interference (beyond things like buildings blocking LoS) in Beijing than in New York. For example the FCC here controls who can use what frequencies and at what strengths and such. Their rules and regulations have no applicability in China.
You don't mention what phone you have or are referring to, but they don't all have 'true' GPS chips. Some of them rely on those networks (see assisted GPS) to get location information (related: Tablet or smart phone GPS vs "real" GPSTablet or smart phone GPS vs "real" GPS). Even if you do have an actual GPS chip, the antenna for it isn't going to be that great in a phone. They often rely on the network to get GPS sat location data (ephemeris) to more quickly determine their location. See the above question or these other related ones: http://gis.stackexchange.com/search?q=gps+Ephemerishttps://gis.stackexchange.com/search?q=gps+Ephemeris
I don't believe you can 'turn off' the assist part of things on most phones - if it's available, it's used. So it might be available in New York, but not when you're in Beijing. And if it's not available, it might take much longer to get a lock than if it is (see If the GPS navigation message takes 12 1/2 minutes to cycle, how can receivers update your position every second?If the GPS navigation message takes 12 1/2 minutes to cycle, how can receivers update your position every second?). Or that particular receiver may simply not be able to get a lock at all without that supplemental information.
A dedicated GPS unit (or a phone you know you can set to operate solely on GPS receiver chip reception) is really the only way you could compare signal in different locations.