Hi! I am one of those people that left Illinois. I did so in 2014. Tax burden was certainly one of the factors. Property taxes are absolutely crazy. I was paying almost $10,000 a year for a house in the country, on a well and septic system in a small, modest school system. That same house 20 minutes in a larger city with a bigger school system would have been close to $16,000. I saw my income taxes go up by 50% (although they have gone back down since I left) and I saw tons of crazy sales taxes. The larger city near where I lived (Peoria, IL) had a 10% sales tax on food and "entertainment". Movies, restaurants, bars, ect. 10% tax. It was insane.
No question there is an issue with money in IL. It's some of the worst politics in the country with something like 4 out of the last 7 governors in jail. Woohoo! We sure could pick 'em!. I lived in the flattest, most boring part of the state and was also tired of the weather and total lack of anything interesting. I also lived near a place almost entirely propped up by Caterpillar manufacturing. If they finally made good on their threats to leave it'd be another rust belt victim overnight. I was just done with it.
That being said, no real ill will towards Chicago. It's one of the nicest large cities in the country with an amazing combination of downtown atmosphere, community and overall decent place to visit. I've been there a ton of times with my wife and my wife and kids and have never had any of the problems this guy talks about. Most of Chicago is very friendly and safe. There's pockets that indeed warzones, but stay out of them and it's not a big deal. Same goes for many cities I've lived in.