Those police you saw are the reason it's dangerous...
Being on any forest preserve district land is trespassing, and is definitely something you want to avoid. Fines can be anywhere between $50 to up to $1000 dollars, and you really don't want a charge of misdemeanor trespassing on your record.
Also, less than savory people tend to do their less than savory business in the grove during darker hours, and those types don't appreciate spectators or company. Mostly it's vandals, but occasionally you do run into those who have a different sort of faith.
Plus, common sense says forest + nighttime = bad idea unless you can see in the dark with FLIR-level capabilities.