PWK ILS ?

I was flying to PWK on an IFR plan in VFR weather. ATC vecotered me to
final for the ILS 16, clear to land rwy 16.

I double check the wind and its out of 270 at 20kts. I ask for the visual
to rwy 24. Denied, unless i wish to cancel IFR and proceed VFR. I asked
why, and they said something about the Ohare Arrival/Departures corridors.

I understand not screwing with Ohare(ORD) , but PWK is a towered field and
it seems like I should be able to do the visual approachto the safest runway
without giving up radar services.

Opinions ?

SK