I think there's "off season" and there's "midwest in January" - you can aim to visit Chicago in the very early spring or late fall just as the boat tours begin or end.

As in all cases, careful research can reveal opportune times that you can balance with your other goals. If you want to see the cherry blossoms in Japan, you're stuck to a very particular time, for example; but I don't think they put away Mt Fiji until very late in winter.

Mt Fuji is best seen in winter, when the air is clear and it can be seen from far away. If you actually want to climb it, you're limited to a brief season of a couple of months in midsummer.

I was in Chicago in mid-May a few years ago and took a boat tour. The weather was still very cold and windy and it ended up being pretty miserable!

I'd still recommend it. But it taught me to pack based on the weather forecast and historical weather. I make sure to bring a warm and dry enough outer layers that I can sit outside for an extended period.

And one of the best things you can do "as a local" is ... buying weather-appropriate clothes you forgot! Almost all cities have thrift stores or equivalent, too, which can be even more fun.

This is precisely the comment I was going to make. If you want to come to Chocago in the "off season", you're more than welcome, but you'll just be as miserable and bored as the rest of us locals.