It really makes other US cities like Portland, Seattle, San Francisco, etc. seem like quaint little backwater neighborhoods. Most of those have become little more than traffic-ridden strip malls, preserving a tiny downtown district but everywhere else is mostly just a bunch of drive-up destinations with little pedestrian activity and not much liveliness. Chicago's neighborhoods are still super vibrant and full of festivals, and even in the deep snow of winter people will bustle on the sidewalks and converge on the fun pubs and music venues and such. I've never seen anything else like that in the US.
But, yes, walk a few blocks in the wrong direction and you'll soon be dead. Despite that, millions make it their home. It's an amazing place to live.