>>1579579That's the desert, not the coast, and the topography prevents a direct route. You basically have to take an L shaped route to New Orleans or Texas and then due west, which means your trip from Chicago is now about four days, which is on par with driving time, and the southwest has so little public transportation you'll need to have a car when you get there anyways.
Oh, and leaving the car behind and flying isn't a great option either because the desert eats car batteries. I remember having to switch batteries every two years when I lived in Arizona.