Love these merge threads. They usually come up every year or so.
Illinois rules of the road state: "When entering an expressway, you will usually find a speed-change lane. This lane allows you to gain the speed necessary before merging. Signal and look for an opening in the traffic, match traffic speed and merge with traffic when safe."
Notice there is no statement about "yielding", although "when safe" is kinda the same thing.
Also, the merge sign says "The driver on the expressway slows down to let the driver on the ramp merge."
So absolutely when in Illinois, you should adjust your speed to allow the oncoming vehicle to merge safely.