Not that I would have wanted to have been party to destroying evidence, because I know that's a crime. If anyone can find actual evidence of a US federal, Illinois state, or Chicago city law being broken, let me know. Note: Citing policies against video or pictures in other jurisdictions, which several people have done, isn't the same thing at all. Besides, if Metra has a policy against allowing photography, they've done a really good job of concealing it. Maybe it's a Secret Law Passed By The President -- something that a police officer has been said to have said while hassling another railfan photographer in the Chicago area a while ago according to something I recall reading in Trains magazine.
Update, 10:30: Based on the discussion in the comments below, I point y'all at Metra's web site, within which I can find no mention of photography at all. Nor can I find a way to contact them by e-mail, which means I probably won't be contacting them until I get back to California next week and have time to compose a paper letter.