He supposedly did flee the state immediately after the shootings as a fugitive on the run. Although I can imagine he may not have known it was illegal to cross back into Illinois from Wisconsin after the shootings. He did turn himself in, so most people let that one slide.
Still, it does show a little bit of the mindset. Noone stopped me, so I'm just going to "go home and sleep it off" idea.
As to why the police let a 17 year old with a visible AR-15 type weapon leave the area? America.