Taking one from the Africa is not only too expensive it doesn’t really make any sense. Why grab a wild cat and transport it back here when you can spend a few grand and get a hand-raised cat with parents of known temperament?
I suspect that Caracals are illegal to keep as pets in Chicago as they are in some areas of the US and that’s why the owner hasn’t appeared.
It appears they are illegal in Illinois.
But there are stupid people making an illegal buck all over, and stupid people who will buy from them.