They are here. The DNR has no reason to hide anything. The cat killed in Chicago was positively traced back to a sighting in a barn in WI thru it's DNA. The cat had scraped itself escaping thru a hole in a barn when the owner startled it and left behind enough tissue to get DNA. When they shot the cat in a backyard in Chicago the DNA was checked and it matched alright. So it is testiment to the travels these cats can and do make.
The Mississippi may keep a good divide from the west but what you are most likely to see in IL here are cats of what I think they call the eastern cougar or "florida cougar".
Let me dig up a little info.