Illinois has it's faults like anywhere else, but in the over 60 years I've lived here none of us have ever had to 'get out' to save your life and see thousands of square miles flattened by a storm.
A tornado is bad to be sure but the ones we've ever had anywhere around here are usually F-1's or F-2's where the actual tornado path is far less than a hundred yards wide at best and they are on the ground for maybe a mile or two then lift back up.
I can't begin to imagine a hurricane or a firestorm burning for many many miles we never have anything like that.
In summary, our antique cars are probably safer in the Midwest than Florida or the Gulf states
and I'm sure that insurance rates reflect that.