From what I understand they put something into the IL vehicle code in the last year or so that covered MB's.
You need to be at least 16 years of age (no DL required)
You can NOT operate on any sidewalk
You can NOT exceed 20MPH
Your bike needs to be originally manufactured as a bicycle
If you follow those rules then you are legal, and all the laws that normally apply to a bicycle also apply to your MB. (lights, safety etc)
Here is the section of the vehicle code that applies:
Illinois Vehicle code (625 ILCS 5/11-1516)
Sec. 11-1516. Low-speed bicycles.
(a) A person may operate a low-speed electric bicycle or low-speed gas bicycle only if the person is at least 16 years of age.
(b) A person may not operate a low-speed electric bicycle or low-speed gas bicycle at a speed greater than 20 miles per hour upon any highway, street, or roadway.
(c ) A person may not operate a low-speed electric bicycle or low-speed gas bicycle on a sidewalk.
(d) Except as otherwise provided in this Section, the provisions of this Article XV that apply to bicycles also apply to low-speed electric bicycles and low-speed gas bicycles.
That is taken directly from the most recent IL Vehicle code, so the cop at the gas station gave you bad information and he needs to get his information up to date. That doesn't mean he wont still trouble you, or even ticket you for your MB, he will probably go by what he see's as the law. Best to be educated and reference the IL Vehicle code when you run up against a cop like that. This law went into effect fairly recently, so some cops might not be aware of it. It's a good idea to have reference to the law with you in case you run up against a cop that isn't aware, or just has a bug up his @ss to mess with you.
I personally put about 1000 miles on my mb this year in IL, never was bothered by a cop. Then again, I do follow these laws, I ride safely, my bike isn't too loud, and I don't make a nuisance of myself in traffic....