The truth is, athletes want to play in big markets where they can be famous and make money. If I'm making 10-30 million a year I couldn't care less about Chicago winters. People move to Chicago for 100k jobs. Millionaires aren't outside long and have people do they shoveling and other winter difficulties for them. Then you factor in that these warm weather cities are scorching hot, have earthquakes, fires, mudslides, hurricanes, etc when Chicago is beautiful from mid May to mid September.