Most of my family and friends are also there, but it was a lot better for my financial future and retirement to move away, enough that it was worth leaving friends and family behind.
Illinois has the highest move out rate of any state. And the average income of people moving in is almost 20k lower than the average for people moving out. The government is also in tatters and the college system is languishing from lack of funding. It has one of the highest rates of students going to school out of state and college costs are astronomical because the state doesn't even give their public universities much.
Corruption in the Illinois government is unbelievably bad and the state is basically run by Madigan and a network of powerful unions with historic mob ties.
IMO you're probably much better off in Indiana financially if you're looking at your and potentially children's financial futures. I would really do the COL math before you buy a house there.
My disposable income increased from essentially zero to about 35k a year from a strategic move to a state with higher software engineer demand and much lower tax burden.