There was a plan in the 1940's to connect the Dearborn subway to the Lake St. L (either kept as an L or partially converted to a subway). They built these stubs as part of this plan. This plan never happened of course.
For more detail see this in Chicago-L.org:
http://www.chicago-l.org/FAQ.html#6.2
Jon
Courage is not the absence of fear; it is the determination that some things are more important than fear.