Not a complaint but curious about the story possibilities, But it is quite obvious that a major battle occurs in Chicago in act 1 of the movie featuring Crosshairs in the air, bumblebee air battle with the drones and Cade crashing into the insurance guy. Has there been any explanation as to why Chicago is copping it again? As the movie opens with a "remember Chicago" banner gotta feel sorry for its citizens. Also don't think Chicago is substiting for another city as it is too obviously the same city sentinel prime wrecked!
Chicago is where Attinger is at. Chicago is where the US based KSI headquarters is (IMO). Chicago is also act 2, with Texas being Act 1 and Hong Kong/China being Act 3. There was stuff filmed in Chicago like scenes in down town Chicago, the blue cross blue shields building (as KSI) and Millenium Park all really being Chicago in the movie. But most everything else filmed in Chicago will sub as Hong Kong in the movie.
From this info maybe Grammars office in Chicago has the Decepticon tech or lab where the human transformers are developed, and lockdown senses this and deploys the nightship to retrieve/ambush them?
Mayor Daley needed some high note to go out on. Since he couldn't convince the Olympics to come to Chicago, my guess is he saw DOTM as a way to say, "come here and do what you want!" Though after seeing "Divergent" a few months ago, that film was the first I've seen that didn't film outside Chicago.