Why Are Some Beaches In Chicago Made Of Concrete Steps Instead Of Sand? One of the main reasons the Bears' new stadium won't be on Lake Michigan is because of "Friends of the Parks." Many Chicagoans choose to sunbathe, exercise, and swim off the concrete steps lining parts of the city’s shoreline, even though traditional sandy beaches are nearby. Though most of them are sand, there are quite a few that are made of concrete and set up like giant steps. Experts believe a barrier was needed in some areas, so that's where the concrete beaches came in.