There are millions in the Chicago area. He's not going to know everyone.
But he's going to know about
Warden business in Chicago.
Even if it comes in secretly, because "squeamish Warden Dresden only kills older warlocks," they (the Merlin) will want to rub his nose in the fact that
Harry's making other people do the dirty-work Harry cannot stomach (even though he admits the necessity of it). By the time of the trial & execution, Harry will have learned the kid was from Chicago (if he was).
... i have to imagine if the kid was not FROM Chicago that he would say something, asking why he is executed here ...
Harry pretty much
does say that he had wondered (and then figured out for himself), in his conversation with Eb (who pretty much confirms Harry's suspicions).
... asking why he is executed here, instead of where the crimes were, or maybe Edinburgh ...
I think the Warden in charge of the capture has a lot of leeway in this.
Morgan was largely a lapdog of Langtry at this point (increasingly clinging to the hardline approach), so if the Merlin wanted it done in Chicago, Morgan would have done it that way. I'm sure an ample number of Wardens would have been similarly "respectful" of the Merlin's wishes...