Chicago is going to be different than Seattle, but you'll love it. Good luck braving this weather!! I'm so excited to get out of it (sorry!)
Chicago is such a great place for social work, there are so many outlets and opportunities here.
Baumhart is a great building. I actually worked for Campus Safety during undergrad (work-study) and my post was the front desk of Baumhart. It's a brand new building and it's HUGE. You'll have great views of the city. On campus life at Baumhart, to me, seems more independent. You have to find an org to belong to or keep an eye out for events on your own. Because the campus is downtown, a lot of events and speakers come there because it's easier to get to than Lake Shore. Water Tower is very urban so it doesn't have the feel of a traditional campus, but within the few blocks of Water Tower there is a sense of community. It's great that your living on campus too, you'll meet a lot of graduates that way. Lastly (I know this is long sorry!) Loyola is a big commuter campus, especially for grad students so use classtime to meet people and meet up outside of school/off campus.