Ultimately, choosing whether or not you want to complete your Civ sequence abroad comes down to personal preference. However, it is important to be strategic about when you choose to do the Civ sequence. If you are going to do Civ abroad, I highly recommend completing it before your 3rd year or at the end of 4th year, so you avoid interrupting your major.
Some pros of doing Civ abroad include exploring a new city & country, combining classroom learning with field trips, avoiding the miserable Chicago winters, learning a new language. Some cons of doing Civ abroad include interrupting any internships/research positions you had on campus, missing out on courses only offered in Chicago, interfering with your thesis (if you study abroad at the wrong time).