My two cents, it is probably a history and regional thing why some areas have them some don't. Add to that the Chicago area has had some pretty bad storms, the Oak Lawn Tornado and Plainfield come to mind.
For my neck of the woods (southern Michigan) the Psalm Sunday tornado outbreak in the mid 60's grabbed a lot of peoples attention and before that were the Beecher (Flint area) tornado killing over 100 people in 1953. Been enough large tornado history in the lower half of Michigan to make sirens the norm for most cities and towns.
As for the DC area sadly it will probably take a f4 or f5 hitting DC or the heavy populated burbs before those in charge realize the need for a siren system. The old DC system was a cold war thing, obviously DC would have been one of the first cities to be targeted by the Soviets had the missiles let loose. I can't recall anyone saying the old DC siren system was used for weather warnings. Perhaps back in the day Officials in the DC area didn't want any confusion when sounding the sirens for anything other than a nuclear attack.
Here is an interesting link you might like
http://smokeys-trail.com/tornado/tornado-alley.html