As an Environmental Biologist, not a cougar expert (not the wild ones at least) all I remember my professor and research data stating that a species will habitat an ecosystem that can provide a sustainable lifestyle, hence adapting and evolving to that ecosystem. Accordingly, many species can migrate following food supplies and if their new habitat provides enough food for life they will stay there. Pretty simple and makes sense. So is it a surprise that a cougar, bear, bobcat, wolf, etc..... will be found in locations that are not "native," of course not. There is also a big difference between a single or a couple members of a certain population and a large long sustaining population being in an area.
Lastly, dblshock stated that "IL understands..," that is hopefully the first and last time I ever hear someone say the State of IL understands anything." lol