How is Amazon supposed to verify that a third party seller is really shipping items from where they say they are shipping from? I bet the seller you bought from ships most of their books from Illinois, but they had to order that one from overseas.
I have noticed a lot of Ebay sellers now just United States as their location instead of the city and state. Sometimes I want to know where the seller is located so I can have an idea of how long a shipment might take. Many sellers drop ship stuff from elsewhere so that doesn't always help.