When Jack and Dave arrive at the Jacob's house for dinner, look closely out of the window, there is a terrible storm going on. Later in the scene, Jack and Dave go outside on the balcony and there isn't even a TRACE of the storm...even more, when Jack's running through the city singing Santa Fe, he kicks up dry dirt!
The dust is supposed to be in his imagination, he's supposed to be making New York seem like Santa Fe in his head but it didn't work very well. If you look closely for them there are puddles
Actually, that was supposed to be in there. It was put in there to signify his change of mind as he imagined how life would be out west. There was also a part in that song where he was supposed to do tricks with a lasso, but the directors took that out.