I love museums, but I go once or twice a year. Same with live sports. It doesn't really justify living in a place. Live music is great, although admittedly I don't do that as much as I used to.
One of my favorite cultural activities? Traveling to experience another cultural. Nothing's quite as conducive to that as a low cost of living when I'm not traveling.
It depends on which museum you're talking about. The Museum of Modern Art in Houston generally has month long exhibitions which I love. There is a Museum of Art in Austin which has even more regular events, based on different themes etc. So I definitely do visit museums more than once a year :)
That's kind of a treadmill, though. There's no real point to moving somewhere chasing a better job if any increase in salary is going to be eaten up by extra taxes and living expenses. I could get a job with a substantially higher salary if I moved to SF, but at the end of the month I'd have less money.
Also, people live in big cities for a variety of reasons. One the biggest ones is finding better jobs. If his current job is not paying enough to live by, I think that living in Chicago offers a lot more opportunities for him to get a job that does.