Hmmm...spent two days last week as a chaperone with 100 middle-schoolers from my (grand) nephew's school. We went from charter buses to museums, aquarium, Medieval show, Navy Pier, etc., then back onto the buses between each site. Parts of the trip took us through downtown Chicago several times during the day and evening. Of course, this was a very well laid out trip, where every minute of the trip was planned, headcounts taken, etc.
Did I feel "naked'? You betcha'. Did I ever ever feel unsafe, nope. Aside from all there is to do in downtown Chicago, it has an entirely different "vibe" than downtown Detroit, St. Louis, LA or NYC.
Oh, did I mention that the POTUS was in town on a fundraising trip? I didn't see it, but someone said that he landed "his" helicopter in the middle of Soldier Field. Maybe that had something to do with feeling secure. And I did notice 3 Chinook and 3 Blackhawk helicopters flying overhead together in formation at one point.