Would my character be more likely to live in Yemen or Chicago?

I'm at a standstill where I have to figure out where my characters gonna live so I just wanna know where it would be the most realistic

Shes a person who works for a gang, originally she needed the money to take care of her younger brother but now he's grown up she truly does it because she likes to live in luxury she lies to herself telling herself that she enjoys this and she feels no guilt ignoring the fact that she hates herself and drowning out the thoughts with substance abuse to stop thinking and to not have to face the truth that she could have changed because she chose this life why does she hate it so much?