In reality, there are like 2 posters that regularly make this claim. Not exactly a popular opinion.
The White Sox are a charter member of the American League with a long history here in this city. It's really hard to see MLB ok'ing a move to a lesser market. I say lesser for a reason. Population isn't the only factor, and while Nashville and SLC are quaint places to visit, it doesn't mean those places can support an MLB team better than one that has for 125 years, even as the "2nd" team in this town.