If you haven't visited Chicago in a few years, then the Loop lakefront area is going to surprise you. There's been a building boom as these two photos below show. The left picture is now. The right picture is "then" (around 1998).
Yes, there was a golf course right in the Loop. It was constructed back in the 1990s as a way to use the land when a downtown office building glut postponed a big development. When the real estate market picked up again in the early 2000s, the golf course was closed and construction on the new Lakeshore East development began.