Oh man, I came here to say the same thing. They did film it in TO, and it looks like they have definitely changed it to Chicago 
Currently trying to figure out why they changed the theatre location away from the Elgin Winter Garden…
Oh - wikipedia says they changed shooting locations halfway through:
Filming began in Chicago in January 2020.[15] Due to the COVID-19 pandemic, production moved to Mississauga on February 1, 2021, and concluded on July 9, 2021.[16]
