Of the 50 states, it seems Illinois is closest to the demographic average.
The population is 58% NHW, 18% Latino, 14% Black and 6% Asian - very close to the average except slightly more Black.
Foreign born population is 14% - also the national average. And like the US, Mexico and India are the top countries of birth for immigrants - with four times as many Mexican as Indian immigrants.
It is however more urban and slightly more educated than average.
On race probably true but its much more urban than country thus why more Democrat. Ohio & Missouri for a long time were quite representative thus why bellwether. But as GOP gained a lock on white Evangelicals, Missouri drifted away while Ohio drifted away when education became more important in voting patterns. Both have Black populations close to national average so were racially similar but now whiter as both have a Hispanic population much smaller than national average.
I would say actually Pennsylvania is probably closest to national average even if imperfect.
PA actually has a decently representative sample of smaller cities as well; the connection of cities in Illinois outside of Chicagoland are just weird.