Chicago has been spreading it's legs for this business with promises of tax breaks and like. I would be surprised if Amazon picked Chicago, but I was surprised when Boeing moved their HQ here.
(And in regards to the "Separate but Equal", I worked for a company that had three HQ's, because when the bought/merged with other companies, they kept the HQ's but made each "specialize". Logistics was in Cincinnati, HR and IT was in Atlanta, Accounting, the President and Chairman were in Chicago. It was fustercluck...)