To start, they all have more existing venues closer to the city with better access to them. Sampling of the top 4 existing venues, within 1/2 hour drive of downtown for each:
Chicago -
1. Soldier Field (NFL, in the city, good public transit access)
2. U.S. Cellular Field (MLB, in the city, good public transit access)
3. Wrigley Field (MLB, in the city, good public transit access)
4. United Center (NBA/NHL, in the city, good public transit access)
LA -
1. LA Coliseum (big NCAAF, in the city, decent public transit access)
2. Dodger Stadium (MLB, in the city, good public transit access)
3. Staples Center (NBA/NHL, in the city, good public transit access)
4. Rose Bowl (big NCAAF, 20 minutes from downtown, poor public transit access)
NYC -
1. Metlife Stadium (NFL, 25 minutes from downtown, decent public transit access)
2. Madison Square Garden (NBA/NHL, in the city, good public transit access)
3. Yankee Stadium (MLB, 25 minutes from downtown, good public transit access)
4. Citi Field (MLB, 25 minutes from downtown, good public transit access)
Boston -
1. Fenway Park (MLB, in the city, good public transit access)
2. TD Garden (NBA/NHL, in the city, good public transit access)
3. Harvard Stadium (small NCAAF, in the city, decent public transit access)
4. Alumni Stadium (small NCAAF, in the city, decent access to public transit)
Which would you choose? Boston is the only one without 4 existing Olympic-capable stadiums, or even 3 for that matter.
EDIT: I was being generous to Boston