Rhett Miller and his band Old 97’s hail from Texas. Yet, with songs set in Chicago’s Empty Bottle nightclub or others with titles such as “Champaign, Illinois,” and “Bloomington,” there often seems to be an Illinois connection. Why so many Illinois songs? “Funny you should ask,” says Miller. “We were playing a lot in Dallas but not really breaking through in any major way. I did a stint as a touring guitarist in a band called Killbilly that had befriended the folks at (Chicago’s) Bloodshot