A B737 CREW UPON CONTACTING ORD DEP; AFTER AN EXTENSIVE GND DELAY; WERE QUERIED AS TO THEIR IDENT AND DEST.

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DUE TO TSTMS IN THE AREA; WE WERE DELAYED MORE THAN 2 HRS. WE HAD RECEIVED OUR DEP CLRNC. DURING TAXI WE WERE GIVEN ANOTHER CLRNC TO GRR WITH A NEW SQUAWK DUE TO TIMING OUT ON THE FIRST CLRNC. WE WERE CLRED ONTO HOLD ON RWY 4L. OUR TKOF CLRNC WOULD HAVE TURNED US INTO WX. WE INFORMED TWR THAT WE NEEDED A NORTHERLY HDG TO AVOID WX. TWR TOLD US IT WOULD BE A WHILE BEFORE WE COULD GET THAT HDG AND ASKED US TO EXIT THE RWY AND PROCEED TO THE PENALTY BOX. WHILE AT THE BOX; WE RECEIVED AN ACARS MESSAGE STATING TO CALL THE FAA. WE QUERIED TWR; GND; AND DISPATCH ABOUT THIS MESSAGE. THEY DID NOT HAVE ANY IDEA WHO GENERATED THE MESSAGE OR WHAT IT MEANT. AFTER THE WX CLRED; WE TOOK THE RWY AGAIN AND RECEIVED CLRNC FOR TKOF. AFTER SWITCHING TO DEP; WE WERE ASKED WHO WE WERE AND WHERE WE WERE GOING BECAUSE DEP DID NOT HAVE A FLT PLAN ON US. WE TRIED TO EXPLAIN WHAT HAD TRANSPIRED ON THE GND BUT DEP WAS TOO BUSY. THEY SWITCHED US OVER TO CTR. AFTER HDG N FOR SEVERAL MI; WE WERE READY TO TURN E AND PROCEED DIRECT TO GRR. WE ASKED CTR FOR THIS CLRNC. THEY WERE SURPRISED ABOUT THIS REQUEST. THEY WERE UNDER THE ASSUMPTION THAT WE WERE HDG N TO AVOID TRSA. WE WERE GRANTED THE CLRNC DIRECT TO GRR AND THE REST OF THE FLT WAS UNEVENTFUL.