There is a concept in Japan known as shokunin. Literally translated it means artisan, but that doesn't really get across the full meaning.
Shokunin is the search for perfection - a dedication to mastering a craft by repeating the same things for life. The All Blacks are essentially trying to bestow upon themselves shokunin status.
Their performance culture is all about continual improvement sought through endless hours of doing the same thing. This is why nothing ever really changes for them regardless of where they are in the world.
Their success is built on routine - their whole mind-set driven by the need to repeat the basic elements of their individual skills and collective gameplan.
Being in Chicago changes nothing in that respect. The city is abuzz with World Series fever and the streets were filling with Bears and Minnesota Vikings jersies ahead of the Monday Night Football clash at Soldier Field, but it's background noise for the All Blacks.