Not sure if it's an all of New England thing as we didn't really have this on the North Shore. Closest we had was chili dogs really or hot dogs and beans (but then it wasn't really on a bun but I guess you could do it that way). Spent a lot of the time in the summers down the cape and don't recall coming across it there either but I don't think I ever thought about looking to have BBQ sauce on my hot dog in fairness (it wasn't until I moved here that I would think about doing that for some reason hahah)