Yes. This happens. I'm in several DX groups, they do occasionally catch Chicago.

Pretty sure it can travel with tropospheric ducting as well. WLS-FM is probably occasionally heard in parts of Northeast Wisconsin where WZOR is on 94.7. I frequently get stations from that area and West Michigan, among others.

Today an example WLHT was wiping WRIT off the dial. The other night WQTC was wiping WXLC off the dial. Completely overpowering it. Happens with pretty much any frequency under the right conditions.