I'm a pilot, not a controller, but around Chicago it's hard to get
flight following. So if in doubt I always file IFR. It's normal
flying into Chicago VFR that FF will be terminated at the point where
you need it most, around the edge of the Class B.

I don't think it matters what ATC prefers. You are the PIC. They are
there to provide service and it's up to you to decide on the level of
service you require for safe and efficient operation.