Rising tax burden and fiscal mismanagement. Check out property taxes and the debt Chicago, Cook County, and the state carry.

Your dollars go further in Tennessee, Florida, or Texas (all of which have no state income tax).

Chicago has a huge part (1M+) that's effectively a Rust Belt city like Cleveland, St. Louis, or Detroit. It has deindustrialized and suffered disinvestment, and anyone in that section that has the ability to leave does.