I realize what I'm about to say is not in the realm of possibilities for Tinsley in Tinsley's and Dale's world, but I personally think one of the reasons Tinsley finds herself so miserable is that she has nothing outside of being a socialite and trying to become a wife and mother.
Girl, you need a JOB, maybe even a career. I think she's probably bored. She may be immature, yes, but she doesn't strike me as stupid. A short little appearance in the Big Apple Circus is not going to be satisfying in the end. She needs to find a larger purpose, and because relationships and the possibility of having children don't always work out, I think she'd be better off pursuing something for herself. (dare I say, she could take a page or two from Bethenny in this regard?)
She got through Columbia University, where she was also on the varsity tennis team - that takes a fair amount of dedication and time! So clearly she has it in her, or she did. And now she just sits around in her hotel, shops, and goes to lunch? That sounds like something I'd be happy doing for a year or two, and then I'd get pretty bored.