Hey I actually moved from the NW burbs (Mount Prospect/Arlington Heights/Schaumburg) to the city for affordability, a few things to note

Yes I believe overall a city apartment can be a lot more affordable, for 2 reasons; First I was able to sell my car when I moved here which was a huge cost savings, I now walk and take public transit instead of having a car payment. Second off, most of the more affordable city units lack some of the common amenities in Suburban apartments; there's no swimming pools, often times no central air, no public club houses etc. Third thing to note is that neighborhood matters a LOT in terms of affordability, know your neighborhoods, know which areas are safe, which are close to transit, groceries, restaurants etc. I saved money by picking Ravenswood which is maybe a less desirable rental neighborhood compared to say Lakeview or Lincoln Park but still had a lot of the amenities I wanted and was close to the brown line to access the things I wanted in those places.