For those into the statistical look at winter (and trying to feel better about being in Chicago for it, sometimes), the Midwest Regional Climate Center does a cool "Accumulated Winter Season Severity Index" by city that updates every day and allows all sorts of historical comparisons. We had a pretty lousy mid-November which got us off to an "Extreme" start, but mildness since then has us now in an "Average" winter and if current forecasts hold, we'll soon be in "Moderate" winter territory in the coming week or so.
https://mrcc.illinois.edu/research/awssi/indexAwssi.jsp
I'd summarize as: Chicago's typical winters are ok and roughly in line with other big cities at/near the same latitude, but we have a long tail in the extremely awful direction (e.g. winters of 1978-79, 2013-14) which stand out in people's memory and impressions. As with many things in life, the 90th and 95th percentile cases are important for human perception and decision-making even if not for day to day life, and our 95th percentile for winter awfulness is pretty bad even if our 50th percentile is fine.