The south side of Chicago would be very hard to escape through. You'd be on some gang's turf for miles.
Unfortunately they are not being moved to Chi-town, but rather to Thomson, Illinois, which is over on the Iowa border, along the Mississippi, about half way between Rock Island and Dubuque.
IOW, they put it in fly over country.
'Course that might not be too safe for escaped terrorists either, although Illinois and nearby Wisconsin are the only two states without some form of CHL/CCW law. Concealed carry is not permit ed in those two states. Long guns however... :)