Picture this: It’s a chilly winter’s evening in Chicago, and Michigan Ave. is aglow with Christmas lights and bright storefront windows. Snowflakes melt on the ruddy cheeks of shoppers as they bustle down the street with their arms full of bags, laughing as they make their way to the CTA station.

Everything’s peaceful and serene until suddenly—a siren goes off, and someone darts out of a high-end store holding an expensive necklace. Unfortunately for this person—let’s call him “Frank”—there’s [...]