NU has the second smallest alumni base in Chicago outside of PSU, and like you said, Chicago is the post-graduate haven for big ten graduates. Saturday's in the fall are awesome - every single bar is dedicated to one B10 school or another. The bars are SLAMMED at 9am, and everyone is rocking their school's colors. They also have bars for schools of most other conferences too.
But, if you grew up in Chicago, especially on the South Side, you're most likely an ND fan. Just is what it is. I wish I could say people gave a **** about NU, but they don't. Oh well, it's one of the bad parts about being a small private school that draws it's students from all over the nation.
That said, NU is a much, much better program than Vandy right now.