I live in PA right across the Delaware river from NJ. I recently picked up my 2021 Tesla Model Y in Princeton NJ. They just issue you with temporary tags, they collected the sales tax that I would have paid in Pennsylvania and I was on my way. My PA plates arrived in the mail two weeks later. So picking up a vehicle in another state should not be an issue.Whenever this comes up I caution people to be fully up to date on what the registration laws are in the state in which you take delivery and in your home state. In Virginia you will pay sales tax on a car you bring into the state irrespective of where you bought it and even if you have already paid sales tax on it in another state. This has happened to me before and more recently when I bought my first Tesla which was at a dealership in NJ and proposed flying up there to get it was cautioned by Telsa against doing so as I would have to pay NJ sales tax and then VA.
So Rivian would have to have some arrangement with Illinois whereby they can sell cars there without having to collect sales tax. I would need assurance that such an arrangement were in place before I would think of going to Normal for pickup. And, of course, I'd have to be able to take the paperwork to VA DMV in order to get plates for the truck for the trip home.