In fact, Chicago didn't descend into ugly modernity until well into the 50s and 60s, when Mies van der Rohe started erecting generic black monoliths like Federal Plaza[4]. But he had nothing to do with Burnham & Root, or Graham Anderson Probst & White, the two major influences in Chicago architecture up through the 1930s and both producing highly ornamented and humanist buildings their entire careers.
[1] https://en.wikipedia.org/wiki/Railway_Exchange_Building_(Chi...
[2] https://en.wikipedia.org/wiki/Chicago_Union_Station#/media/F...
[3] https://en.wikipedia.org/wiki/Chicago_Board_of_Trade_Buildin...
[4] https://en.wikipedia.org/wiki/Everett_McKinley_Dirksen_Unite...
https://en.wikipedia.org/wiki/Auditorium_Building_(Chicago)
There is still a strong connection with the historical aesthetics in it. The lead up to WW1, in the edwardian era, featured a move towards stripped down classicism, but the real break in my mind happened during WW1/2, and particularly post WW2.
Emphasis mine.
Louis Sullivan is quoted as saying this in 1896, prior to any world wars. I think you can blame architecture being reduced to the sum of its usefulness to our friends in Chicago, who are far more worried about function over aesthetic. Ludwig Mies van der Rohe decided "less is more" in Chicago. Frank Lloyd Wright. John Root. Daniel Burnham. This continues today with the premiere skyscrapers in the middle east and Asia being designed by Chicago's Skidmore, Owings and Merril. It's too cold to care what you look like.