Well, lay MWs can't deliver legally in NY. IIRC, NY actually has it's own licensing procedure over and above the CPM used by many other states. So they're either Licensed MWs or CNMs.
A few things here come to mind.
1- stop reading Yelp. There are more reliable places to get reviews. I know 2 business owners who Yelp has tried to extort money from, deleting positive reviews and keeping negative ones prominent unless they pay some monthly fee. Even aside from that, you've made the choice to deliver here, you theoretically checked references and the like before making the choice, so why are you checking reviews now... to stress yourself out? Or was there an actual reason you went looking (gut feeling/instinct maybe)?
2- The death of a child is highly traumatizing. The first instinct of any parent is to blame anyone possible, even if there's no one who realistically could have prevented the problem. Take anything they have to say with a grain of salt.
3- There are legitimate emergent reasons/times for a transfer to be made, but unfortunately transfer cannot resolve every problem. Without knowing the exact medical reason for the death, and exactly what happened during the birth, leading up to the death, you cannot judge whether or not the MWs were culpable. Even with all that knowledge, you may never know. That's the thing about death, it's tricky. Many stillbirths have no known reason, take a wander through the infant loss section here on MDC, and you'll find many mamas who will never have an answer why their baby was born still.
If it would make you feel better, by all means ask. Print out the review, take it into them and ask for some elaboration. Be prepared that they may not be able to answer you though. Between HIPPA and privacy concerns, and litigation concerns, they may not be able to tell you anything about the event. But something worth asking at that point might be how their procedures/policies may have changed, how their practice may change following that death. What changes did that death instigate in the way they practice? That information could be very telling. And at that point you're going to have to judge if you're comfortable with how it's being handled.
I would not immediately run to the nearest hospital, because you have no idea what really happened, and unfortunately death is a part of life and sometimes birth. You need more information before deciding. And honestly, how many doctors at your nearest hospital have never lost a patient? I'd be willing to bet very few, and all of them are new(er) to the practice of medicine. There are no guarantees either way you go. You have to decide where your comfort level is.