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Substitution boxes (S-boxes) are critical nonlinear elements to achieve cryptanalytic resistance of modern block and stream ciphers. Given their importance, a rich variety of S-box construction strategies exists. In this paper, S-boxes generated by using chaotic functions (CF) are analyzed to measure their actual resistance to linear cryptanalysis. The aforementioned papers emphasize on the average nonlinearity of the S-box coordinates only, ignoring the rest of the S-box components in the process. Thus, the majority of those studies should be re-evaluated. Integrating such S-boxes in a given cryptosystem should be done with a considerable caution. Furthermore, we show that in the context of nonlinearity optimization problem the profit of using chaos structures is negligible. By using two heuristic methods and starting from pseudo-random S-boxes, we repeatedly reached S-boxes, which significantly outperform all previously published CF-based S-boxes, in those cryptographic terms, which the aforementioned papers utilize for comparison. Moreover, we have linked the multi-armed bandit problem to the problem of maximizing an S-box average coordinate nonlinearity value, which further allowed us to reach near-optimal average coordinate nonlinearity values significantly greater than those known in literature.