All the Things in Chicago? For you... no, no, and no! There are too many things! Far too many. Healthy knees quake with fear at the mere mention of all Chicago's Things. (That said, you must see the Bean, and the Field Museum, and... well, what I said, too many things.).
Walking around new cities is tricky for knees. I recall meeting a friend while on a cruise stop in Portland, Maine, and she said let's just walk to this one restaurant for blueberry pie made from real Maine blueberries. And I'm like, "Yes!" This was just a year ago, with my arthritic original knees, but I'd had a cortisone shot and some Synvisc and was doing good... I thought. Until the "nearby" restaurant was more than a mile away, and then I had to walk back to the cruise ship. Just killed me. And like you said, unless you know precisely where something is, or know the city well, you can add blocks to your walking just trying to get there. At least Chicago is flat, and you are wise to think of Uber for every case.
Consider buying a cheap pair of XXL pantyhose, cutting off a good length, and using that to hold your Ziplock ice pack in place. Might work.
Enjoy the rest of your trip!