Firstly, it was two American cities - Los Angeles in addition to New York. Secondly, the utopia with the big question mark is exactly what happens in the novel, too, i.e. first we hear there's world peace, etc., we see Laurie and Dan meet Sally, Laurie makes peace with her mother, then we get the final scene with the two New Frontiersmen guys, one of whom is about to read Rorschach's journal, identical dialogue - again, this is exactly what happens in the book. Including the part where the scheme does seem to work. Now, whether it would work long term, whether or not Rorschach's journal gets published, is another question, but neither book nor film address it but leave it open.
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