The bomber, in his video, states that he is at war with the Chicago Fire Department, and the Chicago PD because of their actions, and lack of action regarding his family home in Kankakee, IL. Kankakee is a small town 60 miles south of Chicago. They have their own fire and police departments. It is doubtful why the Chicago agencies would be involved that far out of the area, especially the fire department.
When they breach the apartment of the first suspect, one officer shouts PCD instead of CPD.