As a Man of Culture in the greater Chicagoland area I can tell you that it's perfectly fine to put ketchup on a hot dog.
If you're 12 or under.
Well, it's my understanding that the reason that they don't put ketchup on their hot dogs in Chicago ...
is because they need all that ketchup to use as the "marinara" in the jacuzzis of casserole that they call Deep Dish "Pizza."
Pretty sure I have that right!