We don't preface highways with I in Chicago. We either just use the number (I took 290 to 294 to 88), or we use their name. Sometimes we use a combination (I took the Eisenhower out to the Tri-State and then to 88).
Triple digits come from being a spur of a two-digit highway incidentally, not to do with region. I-385 is a spur of I-85, etc.