He's a victim of socialization. Which usually means you're not even aware of the fact that you've been socialized to believe something, especially not in low-education areas.
If you really care about the problems in Chicago, you'd pity him, not direct anger at him. Direct that at the institutions and systems which have taken a kid and made him into something most of us find abhorrent. The blame lies there, not at the feet of someone who had no choice in the matter. He was a minor up until this year, meaning he really had no control over where he lived.
I pity his circumstances and that instead of rising above them, he has decided to glorify them. Supporting his music is a way of saying that you support what he does and what he raps about, as well as the gangs that have molded him into who he is.
I know people like Chief Keef. I covered courts for two years and saw many people like him. Just yesterday, we had a jury trial where a guy killed another drug dealer in cold blood. He got a recommended sentence of 105 years and publicly said he'd be out in three or four and chalked the whole sentence up to 'his haters.' He expressed no remorse. I feel sorry that he's so numb-skulled and devoid of emotion that he can't see killing someone as something serious. I really do. But fuck that guy. His surroundings certainly made him that way, but if you can't take that seriously - I don't even know.