Chicago is the capital of the Roman Catholic Province of Chicago, and thus the seat of an archdiocese IRL. Chicago's Catholic roots run deep -- French Jesuits made the Great Lakes region a focus for their missionary activity, and present-day Chicago itself was briefly the site of
the Mission of the Guardian Angel, though the mission itself was long-gone by the time of the founding of the first permanent settlement. Catholics make up roughly a third of the city's population and are the single largest Christian denomination, though they're
slightly edged out by Protestants overall.
Washington D.C. is also the capital of the Roman Catholic Province of Washington, and thus also the seat of an archdiocese. In addition to the Basilica of the National Shrine mentioned above, it's also home to Georgetown University, the oldest Catholic and Jesuit institution of higher learning in the United States. The
Brookland neighborhood (next door to another major Catholic university) is also known as "Little Rome" after the many Roman Catholic organizations that have their headquarters there.
I wasn't able to find much about Aurora's Catholic connections IRL, but nearby Denver is the capital of the Roman Catholic Province of Denver, and thus (are you noticing a pattern?) also the seat of an archdiocese. I'd guess at least part of the justification comes down to not wanting to concentrate all of the Catholics' holy sites in the Midwest, and balancing Washington D.C. with a western site.