I have irrational fears, and they all go back to losing my father as a kid. I've never gotten over it.
I feel like L.A. is more of a showcase, and Chicago is a pure comedy scene where you're doing comedy for comedy. You're doing comedy actually for the audience that's there.
I still owe a duty of loyalty to my clients and former clients, so I cannot specify which clients I did not especially find congenial, but the cause was the same.