The press release contains the normal disclaimer:
DIRECTV(r) service is not available on flights between New York City and Puerto Rico or the Dominican Republic.
Nassau not listed, so I would assume it's not a problem - as it shouldn't be, given the proximity.
Two other items of note:
(1) Song announced the same service the very next day - to their peril, I would expect, although you never know.
(2) Comment from Neeleman: "David Neeleman, said in an interview that the delivery next year of Embraer's mid-sized E190 jets will give the carrier more flexibility to add flights to destinations such as Bermuda, Canada or Mexico."
I guess with all those new planes coming, he's going to have to broaden the range of possible destinations by a large amount.