Chicago

Because we learned nothing last time and continue to protest in a location where we can be easily kettled by raising the bridges for some reason.

Good question.

Marches are often cleared with the local government first. Marching in a circuit downtown is a common route, where the police already have plans drawn up to protect the protest from vigilante attacks, and prevent vandalism by protesters. If the march organizers are trying to not antagonize the local police, they'll probably pick a familiar and easily approved route.

Creating conflict with the police is likely to get more press attention to a demonstration with less people, but if the organizers are trying to maximize the demonstration's attendance, telegraphing the intention to keep conflict to a minimum is likely to encourage participation from a larger swath of the population.

*edit* The more I read about this demonstration, the less it seems it was organized along the same lines as the "Hands Off" demonstrations that follows the volume over spectacle strategy. Maybe a better answer is that it is easier to assemble lots of people in Daley Plaza, Broadview is a long walk, and CPD are unlikely to have permitted a large group from doing something that direct.

Probably don't want to end up being disappeared imside, then later to El Salvador.