First, which product are you using? The Online product, the Windows product, or the Max product?
Second, did you indicate that you were a resident of Illinois in the My Info or Personal Info section before you started the Illinois return?
Third, if the state interview asked about residency early in the interview, did you indicate that you lived in the state all year?
Lastly, if you use the Mac or Windows software, is your software up-to-date?