Hmmm..... Free trip to Chicago, the show pays the money regardless, you won't have to worry about paying a dime, you will also get paid for your appearance...... I think the answer is clear: DO IT. (and let us know when your episode will air!)
If you don't think they deserve the $4k, why do you think you will be humiliated? Go with the idea of humiliating them, maybe. And who submitted to the show for this anyway?