That's because Illinois has open primaries.

for the VAST MAJORITY of Americans, you register, you get a card and a letter telling you where to vote, and you go vote.

Not including in "the vast majority" are the following states where if you haven't declares a party affiliation you don't get to vote in the primary:

States, commonwealths, districts, and territories that have closed primaries[citation needed]:
Arizona
California (Republican closed, Democratic semi-closed)
Colorado
Connecticut
Delaware
District of Columbia
Florida [1]
Kentucky
Maryland
Massachusetts (Semi-closed primary)
Nebraska
New Mexico
New York
North Carolina (Semi-closed primary)
Oklahoma
Oregon
Pennsylvania
Puerto Rico
Rhode Island (Semi-closed primary)[2]
South Dakota
Utah
West Virginia

Care to expand on that?

A vivid image of what should exist acts as a surrogate for reality. Pursuit of the image then prevents pursuit of the reality -- John K. Galbraith