Why is it in the winter the Chicago-land area seems to always be colder than Detroit (Rochester Hills) MI ?

I'm going to college at Oakland University in Rochester Hills, MI next year and I check the weather there often and compare it to here and in these winter months, it is always 8-10 degrees warmer (if you consider 20 degrees warm compared to 10) in that area compared to Chicago. Isn't Michigan suppose to be cooler? It has been this way for a few months.