Very sad story. The crash site was still being secured by the police when I drove by this afternoon. I believe the wreckage is still being examined by the NTSB.
If you listen to the recording you hear the pilot announce that he needs to return to Westchester. When the departure controller tries to hand him back to the tower the pilot responded "I cant go to tower". The departure controller repeated the tower frequency again, as if to insist a frequency change. Shortly after you hear the pilot return to the tower frequency and attempt to communicate. A few seconds after that the plane goes down.
I would have to assume the pilot had controlibiltiy issues with the aircraft as he crash landed in a heavily wooded area, when there are many golf courses, a large reservoir and other more suitable places for an off airport landing attempt.