A lot of Trump rallies, up to this point, have been in areas where the radical Left does not control the local police force.
In Chicago, he had a rally in a city where there was a large presence by the Left, AND they could get to his rally by public transportation.
Trump had 2 ways to bring more people under his tent A) Have the rally there or B) Let the world see the thugs in action & draw even MORE people to his tent.
As has been the case since he declared himself a candidate, Trump proves himself to be light years smarter than his opponents give him credit.