Yes, it's very much anathema to put ketchup on a hot dog, at least among Chicago hot dog enthusiasts.
For those unfamiliar, Chicago is also one of those American cities with its own style hotdog, so it's something of the local culture:
> All-beef frankfurter, on a steamed poppy seed bun, topped with yellow mustard, chopped white onions, bright green sweet pickle relish, a dill pickle spear, tomato slices, and a dash of celery salt.
Obviously, this is only as serious as you take hot dogs, but they are very good and compared to deep-dish pizza, the Chicago-style hot dog feels almost healthy.
For those unfamiliar, Chicago is also one of those American cities with its own style hotdog, so it's something of the local culture:
> All-beef frankfurter, on a steamed poppy seed bun, topped with yellow mustard, chopped white onions, bright green sweet pickle relish, a dill pickle spear, tomato slices, and a dash of celery salt.
From https://en.wikipedia.org/wiki/Chicago-style_hot_dog
Obviously, this is only as serious as you take hot dogs, but they are very good and compared to deep-dish pizza, the Chicago-style hot dog feels almost healthy.