I think I finally understand what's going on. Future!Hiro is from timeline-1, where Peter never saved Claire, Sylar got her powers and New York blows up thanks to Sylar. Future!Hiro travels back in time to deliver his message to Peter (Save the Cheerleader, Save the world), thus creating the shiny new timeline-2. Future!Hiro travels forward five years into timeline-2, only to discover that NY has still blown up. He thinks it's because Peter failed to save Claire, but it's actually because Peter blows up NY.
This is actually starting make some sense. Sorta.
Everything Hiro tells us is based on timeline-1, whereas we are now in timeline-2 where things have gone similiar, but not exactly. What we want is a timeline-3 where New York is NOT blown up at all.