To me it's simple, Chicago is my favorite city in the world, and the place that I still, despite a mortgage elsewhere, call home. I would take a Chicagoan over someone from Detroit, Minnesota, or Kansas City in a heartbeat.
If the Sox would move, say to Florida, I would switch to the Cubs in a moments notice. Until that moment, I'd have pictures of billy goats and steve bartman in my library. Perhaps even a Leon Durham autographed baseball card. You only can really, really hurt the ones you love.