Chicago? Why?

I keep seeing references to TE taking place in Chicago. Where does this idea come from? The city is never named in the movie, and it was obviously filmed in Los Angeles - not just on sets, but right on the streets of downtown. I thought the overhead shots of the city that ran under the credits looked like LA, too - although they were very grainy, wasn't the Daily Planet aka City Hall in there somewhere? And definitely no Lake Michigan.

Just wondering where the idea about the location came from ...