I've watched when I'm in line at curbside. A lot of people don't tip. Maybe Californians don't tip? Unless they do it on the sly, I see a lot of people who just don't. Which makes it even odder the skycap would single out one particular passenger.
On the other hand, skycaps at MDW make it no secret that they expect a tip. Stiff one there and they will make a comment. But I'm sure they won't follow you into the terminal.