The Royals are 29th for market size, only ahead of Mulwaukee. I would say given that, the data shows the team is very well supported relative to market size when they roll out a team with a pulse.
St Louis has done a lot more winning over the last few decades and has a market that is almost a million people larger than KC. And the Cubs play in a massive market. I don't think either are a great peer for comparison. How are they doing versus Milwaukee, Cincy, Tampa, Cleveland, or Pittsburgh? Other small markets that haven't been stuffing the trophy case.
Your market is what you make of it, KC was hurt by adding the Rockies to the league, because they were getting fans from that area that would travel to KC to see games. Without a doubt Chicago is a much larger media market, but they also share it with the White Sox.
Milwaukee draws very well for it small market size, because they have become a regional franchise of a sort, Tampa is a lost cause, Cincinnati and Cleveland are too closes together and split the fan base in the area, and the Pirates have never drawn attendance wise.
What I am trying to say is the market size of a team is less important that the footprint or region of the team. Clubs like the Braves, Cubs and Cards have a large footprint of fans, while teams like KC and Pittsburg are only the city and the surrounding area. Look at the St. Louis footprint, southern Iowa, southern Illinois, most of Missouri, western Kentucky, Arkansas down to eastern Oklahoma even western Indiana. It is a huge area to draw fans from, go to a game and you see license plates of all those states daily, while KC is drawing from around KC and a smattering of other states.