For now ("Thanks New York for Making Us the #1 All Classic TV Network in New York) works! When WJLP takes over the new slogan for WZME will be "Thanks Connecticut for Making Us the #1 All Classic TV Network in Connecticut
Like ansky212 said, WZME won't be able to continue the affiliation. WZME is licensed to Bridgeport (Fairfield County) which is in the NYC DMA/market.
I doubt the owners of KVNV/WJLP would allow a second affiliate in the same market unless they came to some kind of agreement that would benefit them (think WMUR/WCVB).
And I doubt WZME would change their COL to a location in the Hartford-New Haven DMA just to bring the affiliation there. That would mean dropping from the #1 market in the country to what is Hartford-New Haven now, 30, 31?, and risk losing millions of viewers (count in cable, satellite, and FIOS) across the 5 boroughs, North Jersey, Long Island, the Hudson Valley, Fairfield County, CT and another county in PA. Anything's possible, but I think it's highly unlikely.
If you live in Connecticut (outside of Fairfield County) and want MeTV, they run the national feed to the Hartford-New Haven line-up on AT&T's U-Verse channel 136. This is actually much better than having WZME, if you ask me, because they don't air any infomercials.