As I’m sure you know, Las Vegas is SUPER cheap compared to most of California, Miami, or NYC.

This is what active renters look at too which is why I believe it tells a better story of what rents are currently at compared to other sources. 

Other industries are getting billions and the government has not even implemented polices that amount to theft of their property. 

It's very expensive compared to other property manager.

I have seen this time and time again over my 36 years in the 1031 Exchange industry where a Qualified Intermediary puts making money over their clients' best interests.  

Very few Austin postings compared to DFW area.

Additionally, we have Samsung Plus, which is a free streaming service that for the most part is comparable to "basic cable", but without the local channels.

RentVine is another company starting out in the industry. 

Look them up and compare as you go.

There are a lot of variables to consider so it's impossible to say if investing in one of those other markets would have been "better".However, I think you could make a stronger case that you have been (or would be) more successful with your real estate investing in Chicago compared to other markets.