The answer to the question is hiding inside the question: Chicago is what attracted/attracts so many hispanics to the Chicago area. It's a big city forchristssake.
There are not nearly as many Mexicans in New York City or Philadelphia. Chicago really stands out in terms of specifically Mexican population outside the southwest.
The dominant Hispanic groups in NYC are Dominican and Puerto Rican, but we're large enough to have a decent-sized Mexican population too.
And fast-growing, too. I actually suspect that NYC has a higher Mexican population than Chicago, though that's a recent phenomenon.
According to the Pew Hispanic Center metro Chicago has almost 3 times as many Hispanics of Mexican origin than the NYC metro.
Not that either one is particularly nearby, but Chicago is also several hundred miles closer to Mexico than New York is.