Yes they did, I think the route got cancelled early 2007, ie a VERY long time ago in today's airline business, at at time when LH was doing very differently and didn't had SCOREd any loyalty from it's own frequent flyers yet and it was generally a different world, especially with the pace that EK is developing.
The MXP mini-hub is doing well from what I've seen (and heard personally from some EK staff there & inflight) with the lounge being almost as full as good old A26
Guess HAM-New York was WAY a too small route to operate with a relatively big bird, but be more sensible for something like a 787.
I guess with EasyJet cooperation, EK could fill some destinations with enough feeder traffic to make a hub to the US/Canada working in today's world.