There's a difference between leaving NY and Chicago - Chicago is reasonably cheap. Not quite as cheap as Dallas or Atlanta, but the difference isn't very large. If you look at airport traffic growth, or migration of college educated immigrants, or payroll growth, these all suggest powerful trends of Dallas and Atlanta beating out Chicago, especially on logistics. I guess what I'd like to see in Chicago is an appointed design review board that isn't under the mayors thumb, if we want a design review board.
Of course Trump would stay in Chicago. The political cronyism there is a win win for both him and Daley, and for architects and people who like pretty buildings. What's wrong with Chicago is the top cops are accussed or murder, only a little while after a nationally televised incident of a cop beating the daylights out of a bartender. And crime is too high. These kinds of things normally hurt the mayor and force management improvement, but in Chicago, people are afraid Daley can punish them economically so they don't challenge his ineptitutde. Putting design in the hands of less political people would go along way to restoring good government to Chicago, and would still let it be America's architecure capital.