Maybe unpopular opinion: NJ has better pizza on average, although you can find better pizza in NYC if you're looking for something specific. Just my opinion obviously.
Not a native Chicagoan here, but lived in the area for quite a while.
Chicago has not one but three distinct styles of pizza, the deep-dish which many think of as "Chicago style", the thin-crust with a relatively thin (compared to deep-dish, anyway) layer of sauce, cheese, and meats, and the square-cut tavern style.
All three are superior to anything the East Coast has to offer, IMO.
The deep-dish is really a cheese pie and has nothing to do with pizza. The thin crust has the texture of the local newspapers. Square cut is only found in taverns and has been cooking all day in such.
The good NYC pizzas are heaven compared to anything Chicago offers.
It is anyway possible to find pizza in NYC. If rare. There is distressingly much Chicago whatever it is, besides.
The best pizza I ever had was off a cart in Perugia, Umbria, in the '90s. It had potato slices, parmesan spears, green olive oil, and crunchy salt. You may doubt, but it was very much pizza. The crust makes the pizza.