I look at it a little differently. I believe most people in this world get sucked into their "primary" airline (whether they like it or not) because the routes they fly align best with that carrier/alliance.

Again, not Flyertalkers here...normal people. You live in Newark, you're flying United, you probably never think "What if I crossed NYC to get to JFK so I could participate in Skymiles?" In this sense, Chicagoans are probably unique in the U.S. in that they have two major hub operations a 2-minute train ride apart at O'Hare. They probably have more of a choice than the rest of us. For them, the nuances of AAdvantage vs. MileagePlus might drive some decisions. Perhaps it's no coincidence that those two programs are highly similar to each other, moreso than they are to DL or US.

I don't really think of it as "loyalty". Let's be honest: most of the world hates all of these companies. We just use the one that's least-bad for us.