Crossing the Mississippi is a licensing decision before it is a targeting decision
Turning on Illinois in a location setting takes four seconds and commits you to a different state's rules.
The Metro East is a genuine part of this market. Belleville and Edwardsville have households with failing furnaces and money to spend. They are also in another state, under another licensing regime.
Before you buy a click in Madison or St. Clair County, confirm with your own counsel or the relevant state authority that you can legally perform and permit the work you are advertising. Advertising into a jurisdiction you cannot serve is expensive and it is a complaint waiting to happen.
If you can serve it, run it as its own campaign with its own budget and its own ad copy. Illinois buyers do not respond to Missouri geography, and blending them into one campaign hides which side of the river is profitable.
If you cannot serve it, exclude it explicitly rather than trusting a radius to stop at the water. Radius targeting reaches across the river without asking.