Thats only true for the wealthiest in Chicago. Consider this map of food deserts. http://www.yogagardens.org/wp-content/uploads/2012/10/food-d... Unless you live somewhere nice, you can't walk to the grocery store.

Chicago also has, for the most part, segregated neighborhoods for work and living. If you're wealthy, you can afford to live within walking distance of white collar jobs, if not you're stuck.

Also, Chicago is a bit of an abnormality in the US for paying some attention to cycling infrastructure.