You're correct. People have this perception that Illinois is a conservative state. Illinois has a long history of picking RINO governors, senators and reps all under the guise of "getting along" with Chicago politics.
If Romney can do well among this group, which tends to be middle to upper middle income, Illinois, Delaware, Michigan, and New Jersey, written off by the GOP in the last 20 years, would come into play. A drop in Democrat support in suburban Philadelphia and Cleveland would strengthen the Republican chances of carrying Pennsylvania and Ohio.
OTOH, Santorum has not proven his narrative, that he can carry the Reagan Democrats, usually Catholic and mainly blue collar, in the Rust Belt states. He lost both Michigan and Ohio, and appears to be losing Illinois. This devout Catholic from a Northern state plays well among evangelical Protestants in the South, but this is a constituency that is taken for granted as being Republican. This may be a foolish assumption, as a lack of Southern evangelical voter enthusiasm for McCain enabled Obama to win Virginia and North Carolina.