You are OK. The IL site
http://tax.illinois.gov/MyTax/IL-1040-X.htm
states:
Do I need to file Form IL-1040-X?
You should file Form IL-1040-X, Amended Individual Income Tax Return if
- you discover that you made an error on your Illinois return after it was filed; or
- you filed a U.S. 1040X or the Internal Revenue Service (IRS)
adjusted your federal return and the change affects your Illinois
return.
NOTE: If the federal change results in a refund, do
not file Form IL-1040-X until you receive notification that your change
has been accepted by the IRS.
-----------------------------------------------------------------------------------------------------------------
So just sit back and if IL asks, you simply explain there was no change to the tax due.