Can I safely deal with an open ground receptacle by replacing it with a GFCI?
Receptacles should pick up enough ground via the mounting screw heads to have a 3-light tester report grounded.  However, if you are pushing somewhat on the receptacle when you test it, you can actually push it off the mounting screw heads enough to break that ground contact.  That's why it's not allowed for receptacles as a grounding method.
The proper method is to either run a ground pigtail to the metal box, or use a receptacle UL-listed as &quot;Self-grounding&quot;. That means it has an extra brush to reliably pick up ground from the mounting screw shaft.
If even that does not ground it, then &quot;metal conduit&quot; is a lie, and the branch was installed substandard for Chicago.