The Illinois exclusion is triggered in the Federal section of TurboTax by marking your military W-2 as active duty income:
Once in your tax return, click on Federal Taxes tab
Click on Wages & Income
Click Edit next to your military W-2
Click Continue on the W-2 entry screen to get to the screen titled "Do any of these uncommon situations apply to this W-2?
Click the box to the left of Active duty military (Upon this step, I do not get this screen like a supposed to)
You're right, the Illinois military pay exclusion is triggered in the Federal section of TurboTax by marking your military W-2 as active duty income.
Federal:
To mark you W-2 as active duty wages in TurboTax:
Illinois state return:
When you move through your Illinois state return, you will come across a page titled “Military Pay Exclusion”. Be sure your taxable military pay (W-2 Box 1) is listed in the box for the exclusion. (see screen shot)
For more information please see Publication 102, Illinois Filing Requirements for Military Personnel.