Why do they call Chicago shy town?

Online Answer
One of the many nicknames for the city of Chicago, Illinois, Chi-town (or Chi-Town) can be traced back to the early 1900s. Chi is shortened from Chicago and is itself recorded as a nickname for the city (town) even earlier, in the 1890s. ... From the Illinois National Guard.
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One of the many nicknames for the city of Chicago, Illinois, Chi-town (or Chi-Town) can be traced back to the early 1900s. Chi is shortened from Chicago and is itself recorded as a nickname for the city (town) even earlier, in the 1890s. ... From the Illinois National Guard.