I guess if you view Rahm as just Mayor of Chicago, it probably isn't a big threat. If you are Bank of America and cutting a deal that covers up the robosigning by Countrywide, or borrowed a bunch of money from the government and are being subjected to constant governmental scrutiny regarding your soundness as a bank, the back-of-the-mind concern that he wasn't speaking as "Mayor of Chicago" but as "informal visit from powerful friend of the current Administration" would probably be bothering you.
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