I guess it's different for renting purposes. But when selling a house (at least in MA) there are rules as to what makes a room a bedroom. I think they do need to have closets. And there's a minimum bathroom : bedroom ratio that needs to be maintained.
It usually isn't legal to rent a 'bedroom' without an exit window. The NYC rental market is underregulated, overregulated, and corrupt. This page demonstrates this well.
