Upon further review, I think the wording of the IL state residency question isn't fully accurate. It should ask if you or your spouse is a full time resident of IL. If yes, I believe you don't file the NR forms.
From the instructions:
Note: If you check the “Yes” box on Line 1, you cannot use Schedule NR. If you file your Illinois return indicating your filing status as “married filing jointly” and one spouse is a full-year resident of Illinois, both spouses must use full-year residency status. However, if you are filing a joint federal return and one spouse is an Illinois resident while the other is a full-year nonresident, you may choose to file with Illinois as “married filing separately.” In this case, do not recompute any items on your federal return. Instead, you must divide each item of income and deduction shown on your joint federal return between your separate Illinois returns following the Allocation Worksheet in the Form IL-1040 Instructions. The spouse filing as a nonresident must attach a completed Schedule NR.
