Had no idea the UN could've come to Chicago?

Well thanks to John Schmidt @ Unknown Chicago. They may well have their own complex on Northerly Island. Northerly was once home to a small airport called Meigs Field and now there is a park there. Here is a justification:

"We feel absolutely confident that Chicago ranks high in the running," said Corporation Counsel Barnet Hodes.  "We are more convinced than ever that Chicago meets every requirement."
...

The war had been over less than six months, and much of Europe was still devastated and poor.  UN officials were frankly worried about the high cost of living in the United States.  That was one area where Chicago had an advantage over other American sites.

"We impressed on these people that they can get more for their money in Chicago," labor leader William McFetridge said.  Housing, food, recreation, and education were cheaper than in any of the other cities.  Foreign diplomats could live very well in the Windy City.

The Chicago delegation had an inside man at the UN to help them secure the HQ:

Adlai Stevenson, an up-an-coming Chicago lawyer, was then serving in London as deputy U.S. delegate to the UN.  Stevenson wanted to get into politics.  Helping make Chicago the Capital of the World would also help young Adlai's career.

Well just like Chicago lost the bid for the 2016 Olympic we lost our bid to become the "Capital of the World". The Rockefeller family gave a generous donation of land and that's all she wrote for Chicago. If only Chicago had some Rockefellers we'd have Rockefeller Center instead of its knockoff we called NBC Tower.

I meant nothing by that because NBC Tower is a nice building. Not as high as Rockefeller Center and I already have little interest in being in a very very tall building. Although Rockefeller Center isn't bad itself.

Schmidt just had to take a parting show at recent history:

Hey, since we couldn't get the UN, should we try to land the Olympics?

The UN isn't likely to leave New York anytime soon but for as long as there will continue to be Olympic competitions, Chicago will always have a chance. ;)