You are correct.  You will not file an Illinois return because you are not living in Illinois anymore.  And while you are required to file a US return, most if not all of your income may qualify for the Foreign Income Exclusion.  Here is an IRS website with more information on this subject:  https://www.irs.gov/individuals/international-taxpayers/foreign-earned-income-exclusion

i forgot to mention that i have credit cards and bank account made in illinois address which is my parents home address. i am not sure this would make me require to file for illinois tax return. Could you help with the answer again if i still don't need to file the illinois state tax turn?  i am currently married and living with my Korean spouse in Korea.

i think you have to file taxes w the IRS in the US as long as you yourself are still an american citizen

Yes, you do.  If you click on the link in my answer, you will be able to find out how a significant amount of income may be excluded from the U.S. tax return.  But it still must be filed to show the exclusion.  In addition, if your income is above the exclusion amount, you still may get a credit for taxes you must pay to the country where you are working.  Nevertheless, you are still required to actually file the return, even if you do not owe anything.