What a stupid system it's electronic! The "system" should not let this happen. Or the system should be able to be approved by any Consulate. It's not like LA or DC can't get the same information about you as the Chicago one.
When it was geographic of course it's better that way but it's electronic!
I know a 43 year old who was in Vietnam got a retirement visa OA approved through DC because he used his USA address. He's entered Thailand twice already on this visa.