We live on a high hill. I haven't heard of a tornado in this area. We had high winds, a little rain. No damage. A few miles away there was damage. I don't think any one hurt or killed, just downed trees and damaged houses.
Illinois and all flat lands are in danger any time there are storms.
Midwest is in the middle of the United States. My only explanation and what I've always heard. I don't know who came up with that term or when.