Lol, I could see that happening actually, and I wouldn't have a problem with it. But I doubt it will.
The American north is empty as hell IRL to begin with, it has something like 2/5s the population of the four states area(Utah, Colorado, New Mexico, Arizona), but spread over a like 30% larger area. On top of that, it has no real major cities to speak of, and no really famous national landmarks outside Yellowstone and Mount Rushmore, which are fairly far from each other.
Because of this, the number of vaults in the areas would be low, drastically reducing the surviving population even compared to the rest of the U.S. To make matters worse is that Montana, North Dakota, and the border of Wyoming, Nebraska, and Colorado, are projected to be three of the hardest this areas of America in a nuclear war scenario, due to the large number of military bases and missile silos in those regions. The American north would realistically be reduced to a giant empy triagle of nuclear death.
The fact that Obsidian made Idaho and Wyoming largely depopulated, and harsh, wastelands, yet able to support a large empre(made by the Khans in a possible ending), along with Montana having a small coal town, is far better then what that area would have gotten otherwise. But still, the lack of things in the region doesn't really make it viable for a game.
Obsidian already wrote a large chunk of the American north off in NV, I suspect a game set in Chicago would write off the rest of it.