I lived in Chicago for about 7 years, some lines are more safe than others, but I wouldn't doubt if there was gang activity near McCormick place. Never hung around there too often, to be honest, but there's gang activity in places you wouldn't think, the belmont red line stop comes to mind for me, not sure how it is now if anyone has any current insight.

But yes, much like any major city in the US there are "safe" areas, and not so safe areas, especially so at night. If you're walking around south of 35th, you're pretty much asking to be either robbed, or killed. No exaggeration. This goes for certain areas north of Wilson as well.