I can't find the source now, but I think it's about 600-700k commuters into the city center (Loop, River North, West Loop) every weekday.
Shenzhen has twice as many people as Chicago. So, if we extrapolate, the amount of people commuting will double for Chicago if Chicago were to be turned into Shenzhen.
That tells that much, much, more people in Chicago work outside of urban centre, or the portion of population who is working is simply less.
The U.S. has 1/4 of China's populations, Chicago is the 3rd largest metro area in the U.S. It has a population comparable to Qingdao, but it's relative influence in the country is similar to Chongqing or Hangzhou.