Answer: In the art gallery
"How did you get to be so sweet?" Katie Bueller to her son Ferris.
Ferris' parents are more character adults portrayed as being naive or at least preoccupied with their own lives. Katie and Tom Bueller are well-to-do, suburban parents who are obsessed with their jobs. Neither recognises the deceptions pulled by their son, despite the blatant obviousness of the same right in front of them. Ferris' Mom thinks her son is so sweet she wouldn't believe he was capable of the stunts he is about to pull. Ferris' Dad is so preoccupied, he fails to notice the three friends in the same restaurant or, later, in a stationary cab alongside his own in traffic He fails to recognise, initially, Ferris and Cameron who duck, nor Ferris' girlfriend Sloane. In the same scene, the pre-occupied parent is reading a newspaper that has a "Rally Around Sick Youth" headline on the front page. It is implied that he has not noticed this story. Later, when he hears the music from the parade that goes past his office building, he rises from his desk, looks down from his office window, and begins dancing. While he might have been too high up to recognise Ferris (prominently singing on a float), if he could hear the music then he certainly could have heard Ferris's voice saying "Cameron Frye, this one's for you".
While we are pleased to be involved in the movie, with Ferris explaining via the broken fourth wall the intricacies of the movie, there is one section where the director is having fun with the audience: He makes the licence plates of Ferris' parents' cars references to his previous movies.
Katie Bueller's Chrysler LeBaron Town & Country station wagon, beige of course, has the license plate of 'VCTN' which was a reference to "National Lampoon's Vacation", (1983) directed by Harold Ramis and written by John Hughes. Tom Bueller's 1985 Audi 5000 S Turbo C3 has the plate 'MMOM' which stood for "Mr. Mom", written by Hughes.
On second viewing, there is more: Jeanie Bueller's car is a 1985 Pontiac Fiero with a plate of "TBC" which was a reference to "The Breakfast Club" (1985); Dean Rooney's boxy 1985 Plymouth Reliant K has a plate of "4FBDO", which stands for "for 'Ferris Bueller's Day Off'." (Oh the irony!) but perhaps the most telling is Cameron's Dad's, 1961 Ferrari 250 GT California Spyder: it's plate is "NRVOUS".
Cathy Pickett and Lyman Ward, the two actors who played Ferris' parents, met for the first time on the set of the movie, fell in love and married after the movie launched, and had two kids. They divorced in 1992, after playing a married couple in another movie, "Sleepwalkers".
Another Fun Fact: The movie takes place in a single day, so the three friends need to wear the same clothes for the entire time they are in the car. Cameron's outfit is the one non-Chicago reference in the entire movie. He is wearing a Detroit Red Wings shirt with Gordie Howe's number nine on it (symbolic of Cameron at odds with the rest of the world?). John Hughes was a big fan of Gordie Howe and the man himself donated the shirt that Cameron proudly wore for most of the movie.