Good observation! This will save about 1 block of walk. Actually this nicely illustrates the choice one often faces-

The nearer station (Dearborn/Washington) is a small one, lacking in escalators/elevators at least from the street level. (Only Blue Line comes here, so no possibility of confusion on that front.)

The farther station (Clark/Lake) is a major hub with more staff, more facilities, and especially escalators and elevators.

Whether or not that is worth walking an extra block will depend on each person, his mood, and how much luggage he has.

I can imagine making both choices under different circumstances.