Yep, I recently learned that Daniel Burnham designed them that way. The Great Fire of 1871 cleared out legacy street systems, so things could start anew. The diagonal transporters like Ogden, Milwaukee etc. mess me up though.
Chicago grid
https://www.domu.com/blog/decoding-the-chicago-street-grid-s...
The diagonals can be a little confusing, especially since they're numbered as if they're North/South, but unlike a true North/South street they have no fixed East/West number (Lincoln is 1600 W at Ashland but 2000 W at Damen).
They always mess my wife up when she's driving as well (think easy right vs. hard right when approaching a three way intersection). What gets me is when driving on a diagonal and the intersecting streets bend right at the intersection so that they meet the diagonal at a 90 degree angle. That messes with my head because it feels like you're driving on one of the normal grid streets.
Given an address, like 4012 N Pulaski, I immediately know how far it is from me in the North/South direction and also in which direction on that axis. I also know it's on the West side of the street. The only other important bit not included is how far in the East/West direction. So it's not perfect, but once you know which way, East or West, you're on your way.