Illinois says I owe taxes for 2019, but all my income was earned over seas and I do not plan to return to Illinois

We moved from Illinois to the United Kingdom in August 2018, and were unable to sell our house until 2020, so we rented our house out in 2019, but never lived or worked in Illinois in 2019.  We submitted our state taxes and paid the taxes on the rental income for the house in 2019 when we did our state taxes.  Now Illinois is saying all of our income we made overseas needs to be taxed, plus penalty for not paying all year.

 

We did all the foreign income tax exclusion with the IRS and submitted the Form 673 successfully and owed no federal taxes (We were under the cap)  Everything I read says Illinois will follow federal cap guidelines and not tax you either.

 

Is Illinois wrong to be coming after us for taxes?  They said to submit a letter from our company saying we earned no income in Illinois in 2019.  Will this suffice?