If you get a funded offer from the University of Chicago, unless you have another funded offer from another top school you like better, you should take it. I disagree strongly that Chicago is a city to avoid completely.
Every US city has areas that are more dangerous than others, and even some areas students should probably avoid. In some cities, those areas might be close to a university (Hopkins in Baltimore is another example that comes to mind). This is something you will be able to, when the moment is appropriate, talk to someone from the school about, to decide where you want to live and where you should avoid walking late at night etc.
An incident like this is very tragic, but it is also *incredibly* rare, and I don't think that this should really be a consideration at all in someone's decision about grad school. Others can disagree.