Downtown Chicago and Lincoln Park are interestingly not that blue. I think it's the money, but the extent that those areas vote for centrist Dems and even for the GOP is surprising. I think Rauner 2014 and Kirk 2010 got pretty close to 50-50 and Vallas has his best results outside of the cop areas.
I think one aspect is that downtown Chicago is generally a lot less cultural when it comes to things like art and history than the downtown of a place like New York City - most people who choose to live in downtown live there to be close to work - very socially liberal fiscally conservative types. Downtown Chicago has zoomed left pretty fast though thanks to high educational attainment and a rapidly growing population.
I expect Evanston to moderate somewhat in upcoming elections. COVID drove a large number people to Evanston and Wilmette from LP and the Near North Side.
