I live in the Chicago suburbs now and used to live in Chicago. Taking shots of Malört in bars is indeed a rite of passage for tourists, but yeah, it's a foul-tasting shot.
Democratic Illinois Governor J.B. Pritzker was recorded sharing shots of Malört with visiting politicians during the week of the Democratic National Convention. I enjoyed looking at the reaction of the visiting politicians after they drank it.
Pritzker is a rich guy who grew up in California and Massachusetts, so in Chicago he's an absolutely typical Malort drinker. It's become a big part of pretending to be local.