So stupid, I'll put whatever the fuck I want on my hot dog. Whenever I go to Chicago, I'm doing it out of spite.
One of the most well-known hot dog places in Chicago, Gene and Judes, just flat out doesn't have ketchup. Ask for it all you want, it's not there, you can't have it.
Jimmy's Redhots in Humboldt Park used to actually refuse to serve you if you asked for ketchup on your dog. Not sure if they still do, haven't been for a couple years.