IMDb suggests this is incorrectly regarded as a goof :
Joey is a regular on "Days of Our Lives" while living in New York. But "Days of Our Lives" is taped in Los Angeles. However, since most characters featured on the fictitious "DOOL" were not actually on the real show, the fact that it's filmed in New York could just be another characteristic to this fictitious version.
From Friends Wiki:
Days was satirized on Friends when Joey Tribbiani got a job as Dr. Drake Ramoray on the show.
All storylines shown on Friends (with guest shots by actual Days of our Lives stars) were fictional and did not represent what was really going on in the soap opera itself.
So, since the "DOOL" version seen in FRIENDS did not represent the real version, it might have been possible that in the FRIENDS-verse the show was filmed in New York instead of L.A.