Bicycle detail

I rode my personal bicycle into the city just once. I had never done it before due to the risk, but I was running late for my class at 9am. I am a student at the Chicago School of Professional Psychology, so I rode my bike from Union Station to the Merchandise Mart (which contains part of our school). I parked and locked my bike on the southeast side of the building, right near the west-facing doors out of the Mart (and just south of the L station). I used a U-lock that could only be opened by my key to lock the chassis of my bike to the solid metal bike rack. (The lock was also threaded through my helmet straps.) After checking that the lock was securely fastened, I ran upstairs just in time for class at 9am. After class, I got lunch with a friend inside the Mart, then I walked across the street to the other side of our school campus to get some work done. Now, this would have been a good time to check for my bike, but I cannot remember whether or not I saw my bike while I passed through the area (at about 1:30pm). All I know is that I worked in the school library for about two hours, and when I came down at 3:30, my bike was gone. There was no trace of the bike anywhere - no broken locks, no obvious
damage to any structures, and no bike skeleton. My bike had totally disappeared, after I had locked it securely in a highly visible area - and this was the first time I'd EVER brought it into the city. I searched every nearby bike rack in order to make sure I wasn't misremembering where I left it, called my father to figure out what to do next, and began the long walk home.