Man Chicago venues have a tendancy to do that it seems. I understand there's limited seating and the demand is incredibly high for a show like this but I remember the same thing happened when I was going to see NIN at Aragon Ballroom in 2009. I figured I would just wait and get the tickets right away when they went on public sale but all were sold out immediately. Looking back, I should've just done presale but oh well...spilt milk.
I won't be going to this show but look forward to hearing people's thoughts and reviews on it. Enjoy!