> Some random source here has 4.13 ms for New York - Chicago

I (sitting in the Bay Area, at home, with Sonic fiber) am getting 5.122ms RTT ping times to MIT's CSAIL server. That's way further than NY-CHI.

Edit: oops, I forgot basic physics. 1ms =~ 300km. It should take at least ~10ms each way. I must be hitting a CDN.

That is physically impossible (min RTT is ~40 ms[1]). You are probably hitting a CDN.

[1] https://www.wolframalpha.com/input/?i=San+Francisco+to+Bosto...