They suck us dry until there's nothing left...
It's not like there aren't demons outside of Chicago. Of course, there are. Why else would there be a sad lack of Archangels in the area if there weren't demons prowling every inch of the world? And not every demon is as inclined as some to want to explore the wonders of the Rift. Some have their own empires to build- some already have empires built and no need for another.
Still, curiosity overcomes even the most sensible of demons and sometimes hearsay makes that curiosity grow until it's inevitable that the demon, in question, will either venture out himself or send a representative to do it for him. What people expect when that sort of action is taken is another demon, a thug.
What this particular demon sent was an angel.
Well, she was an angel once. To an experienced angel, she might vaguely register as one, but the aura has faded to near non-existence ever since her Fall and she's probably little more than human to most now. Why she was sent instead of a demon is obviously clear- she's unassuming and can actually get into places that demons can't, and her master wants to know a little bit about everything he's heard so much about. Always good to have someone who doesn't fall on either side of the angel-demon spectrum for these sorts of things.
If she had the choice, Natasha wouldn't be here, but if Natasha had the choice, she wouldn't be in a lot of places. This is her life now- servant to a demon who, even on the other side of the country, still holds sway over her every action, or she believes. She doesn't want to hurt innocent people- she used to be a guardian angel, after all, and that's counterproductive to everything she stands for, but if her master demands it, who is she to refuse?
Currently, she's sitting in the lobby of the Conrad Hotel, looking every bit like someone's idea of a living porcelin doll. She's dressed to the nines with a little bit too much make-up on- not enough to make her look trashy, but enough to make her look... Oddly fake. She's not out of place among the glitz and glamour on the outset, but there's something about the rigid way she's sitting and the hollow look in her eyes that suggests she doesn't quite belong here.