In a normal year, choosing Wisconsin, a purple state, would make sense. But with the situation in this country and the fact that the Governor and Attorney General, and the city government are in hostile hands is a threat to convention safety. You also have the Lenin Memorial University of Wisconsin to the west and Chicago to the south. The Democrats and their financial backers are ruthless enough to send Antifa and BLM to attack the convention delegates. Not only will the police stand down, but if a delegate defends himself or herself, that delegate will get the Kyle Rittenhouse treatment.
The GOP may lose millions due to canceled contracts with convention centers, hotels, and caterers, but it will be worth it to avoid conflict possible worse than the 1968 Chicago Democratic convention riots.