He wants to go outside, but after 14 years in Brooklyn, he very well knows that he cannot. I relate to his sense of adventure, but I love him too much to simply let him run off into the wild.
Not all cats take to the leash. I got a harness for Ozzy when he was about 9 months old because he was always trying to sneak out the back door when we would open it to go outside. But the second I put the harness on him, he would always go into "freeze" mode and lay on his belly, despite many attempts at training. So instead, I built him a catio accessible via a pet door. He spends a lot of time out there watching the birds and squirrels and sniffing the air. He still tries to sneak out the door, but I feel less bad about not letting him out.