Why doesn't Wolfram Alpha show low gravitational acceleration for the Hudson Bay?
Wolfram Alpha reports values between 9.78 and 9.88 m/s^2 depending on the location, which is odd because it should stay within the range 9.76 - 9.83 all over the world. It also seems to be using the ocean floor as a reference elevation if the point falls in water. 

Using Natural Resources Canada's tool, it reports a gravity of 981933.3 mGal (9.819333 m/s^2) for Hudson Bay at 60.9N, 94.1W at sea level, which seems more likely for that location. 

Keep in mind that while the area near Hudson Bay has a negative gravity anomaly, this does not imply that it should have weaker gravity than Chicago (9.8026 m/s^2), which is much closer to the equator. It means that Hudson Bay's gravity is lower than what it should be at that latitude.  Gravity is even weaker near the equator (around 9.78) because as you get closer to the equator, the centrifugal force is stronger and slightly counteracts the force of gravity, also the mass of the Earth is slightly further away from you, thus has less gravitational pull on you. These 2 effects alone create gravity variations up to 0.5% (around 0.05 m/s^2)

Gravity anomalies are relative to a theoretical normal gravity based on an idealized ellipsoidal rotating Earth, and these anomalies are small compared to the variation caused by cetrifugal forces and the oblateness of the Earth. Anomalies range between -50 and +50 mGal (+-0.0005 m/s^2). Normal gravity at the Equator for sea level is about 9.78 m/s^2, and near the poles, around 9.83 m/s^2. Altitude also has a significant effect, at 5000 meters, gravity is about 0.01 m/s^2 weaker than at sea level.