I shouldn't be surprised. The human bird watchers figured out a while ago that Grant Park was a great spot for bird watching during the Spring and Fall Migrations. It was only a matter of time that the birds of prey figured out that Grant Park would be a good spot for watching for little birds as well.
This guy swooped by me on Tuesday morning. Sparrows, warblers, thrushes, and finches all headed for cover. He landed in a tree and, as his expression shows, caught sight of a potential mid-morning snack. He swooped away a few seconds later -- I didn't see if he caught his target or not. I do know that it was pretty quiet, bird-wise, in Grant Park after that.