I am from Missouri. In 2022 I bought a house in Illinois and then sold the house in 2022 also, never actually living there. What does this mean for my taxes?

If you have IL income, you must file a nonresident tax return. 

• a nonresident alien, you must file Form IL-1040 if your income is taxed under federal income tax law. You must attach a copy of your federal Form 1040NR, U.S. Nonresident Alien Income Tax Return, or federal Form 1040NR-EZ, U.S. Income Tax Return for Certain Nonresident Aliens With No Dependents.

https://tax.illinois.gov/individuals/filingrequirements.html#:~:text=a%20nonresident%20alien%2C%20you%20must,Nonresident%20Aliens%20With%20No%20Dependents.

You may have to file a nonresident return because the property was located in Illinois the sale (state source income), as leeloo said, but her reference regards nonresident aliens (immigration status) not state residency status. 

For Illinois:

Nonresidents. Individuals must file if they:•Earned enough taxable income from Illinois sources to have a tax liability (Illinois base income from line 46, Schedule NR, is greater than Illinois exemption allowance on line 50), or•Are claiming a refund of Illinois income tax withheld in error. Attach a letter of explanation from employer.