We posted Paul Simon this weekend. He lives in New Canaan, CT which is a slightly-distant NYC suburb. Who else lives there? Keith Richards! Of all people.
Those two, plus many other celebs, can be seen pushing their carts through the market in the village with no special attention paid. Connecticut is not Hollywood. Some rich celebs do not care about taxes, and just want a quiet, homey place to live where they can take a town car to the city whenever they want some fun.