Who to believe? Scott Walker.
Remember, it was Illinois that harbored the law breaking Democrats.
http://www.npr.org/2011/02/17/133847336/wis-democratic-lawmakers-flee-to-prevent-vote
Yes, I remember those Dem Wisconsin state senators going into Illinois so that the Wisconsin Senate lacked the quorum required to pass the fiscal part of the Walker reform package.
Although what the 'Rats did was shameful, I don't think there was any criminal statute they were violating. Walker in his book makes no mention of any thought of getting warrants to arrest them, but rather negotiated for their return to Madison through intermediaries. I don't know if the 'Rats chose Illinois as their escape place to deliberately make a statement that they were in solidarity with Illinois' state policies, but Walker certainly emphasized the contrast between the Wisconsin and Illinois economies and business climates in his recall election campaign.