One reason to park at Soldier Field is if you're lining up for GA and want a convenient place to stow your chairs/lineup gear.
Besides the McCormick Place lots, you could also find a parking spot (pre-paid) on an app like Spot Hero for the best prices. It would still be a bit of a walk though.
If you are staying downtown, it's probably better not to have a car unless there's some other reason you need it. You will have to pay for parking at most hotels and that's not very cheap either. If you're staying further out in the suburbs, driving a car into the city might be easier than a train/bus commute.
If you use Uber be aware it will likely have surge pricing after the show.
There are city buses that can take you to/from Soldier Field. If you want to take one after the show, don't dawdle and get to the bus area quickly because the line can get really long. There are a lot of people who will take the L (subway) instead, but the nearest stop is somewhat far away.