Haven't found much in the way of unpaved rail trail around nyc, everyone seems to love their paving. Having ridden extensively on the Erie Canal trail as well as multiple others I wouldn't bother changing tires. I'm not a big fenders person, only used them when commuting by bike and otherwise just avoided intentionally riding in rain. Most rail trail I've ridden in PA which is unpaved your tires would still move you along, same with the greenway trail that ran from Rochester south through about 1/3 of the way into PA.
Now if you want to hit Cunningham, Bethpage or a couple other MTB places that CLIMB keeps in order, you'll want tread but I've run a number of them with 33c cross tires so you don't have to go too nuts.