Likely - and it has been reported we supply wind power to Chicago. However I've never seen it officially stated what is happening and so the truth could be something neither of us have thought of.
I assume that's why it gets specifically called out, same if you're shipping apples to the entire US East Coast headline writers will pick up on the fact they're going to New York City.
It wouldn't actually make sense to put turbines in Chicago because it's a city, the wind force is disrupted by the human structures littered everywhere in a city - but obviously you'd expect a windy area to have a lot of turbines outside the city and not ordinarily need to import wind energy from hundreds of miles away.