It's just not in a great area. Even leaving aside the North Side/South Side dichotomy, there's no reason to go down there other than for a game. It's hemmed in on the East by the highway, on the West by the train tracks and on the South by public housing. There's a couple bars to the North, but they're on the edge of a residential area and really just cater to locals.

All of these teams know the score now, not only is there a ton of money to be made off of building entertainment districts by the stadiums, but they are huge drivers of attendance. Stadiums that sit off a highway with nothing around them are dinosaurs and they're particularly bad in baseball where you don't have a massive cash inflow from the league to mitigate the disadvantage the way you do in the NFL.