Beyond Chicago

The Kindred cluster in cities. There are a few exceptions, such as the quasi-nomadic lifestyles of some Gangrel or Ravnos, but by and large the cities are where the mortals are. Like predators staked out at the watering hole it is in cities that the Kindred find their needs met.
The other reason the Kindred stay in the cities regards the way the lands beyond are favored by their ancient enemy: the werewolves, or lupines. The Kindred cannot say with authority why the beasts hate them so much, but hate they do. For hundreds, perhaps thousands of years, the loup-garou have done their best to kill vampires on sight and the Kindred have returned the favor.
If there is some sort of formalized "peace treaty" between The Camarilla of Chicago and the werewolves, no one has ever seen it. Of course, given the length and breadth of the Prince's vast experience, it's not implausible.

Geography

Lupines seem to prefer wilderness, so the Kindred let them have it. The unsullied lands of forest, field, and farm that lie beyond Chicago's suburbs are where they congregate and the Kindred try not to interfere. By order of Prince Reinhold Fisher, any Kindred in the lupine's territory is officially on their own. The city disavows them, and those who cause trouble for the werewolves while they are there are not allowed back in. The nights towards the end of the Shadow War, when the lupines got involved, still ring in the ears of many an undead.
Similarly, any werewolf caught in the borders of Chicago is destroyed by whatever means necessary. It hasn't come up since the Shadow War but policy is policy.
Closer to the city, however, the suburbs contain numerous locations of interest to both sides. The werewolves, it seems, do occasionally require basic supplies. And Chicago is so heavily intertwined with its suburbs that the business of Kindred in one can extend easily into the other. If the wilderness areas are enemy territory, the suburbs are no-man's-land. Groups or individuals of Kindred or lupines may encounter one another and tensions may escalate into violence but it is not a forgone conclusion.
Kindred are warned to be cautious when traveling through the area surrounding Chicago.