depends on the circumstance. out at night, definitely dress shoes, sneakers or dock siders. but during the day it’s more casual... but still close toed shoes.
i have not seen any sandals, except for at the beaches.
lots of beaches in chicago? prolly not. but there is quite the large group of islamic militant types whose middle eastern counter parts do wear sandals daily. that’s a culture thing.
When I see people wearing sandals the last thing that jumps to my mind is Gee, they must be Muslims.