Movie doesn't go into a lot of detail, but maybe the roads were still bad around the immediate Chicago area, to say nothing of southern Illinois. If that were the case, a friend or family from the area certainly wouldn't go get him. Besides, it was Thanksgiving. Maybe a lot of close friends and family weren't in the area. Neil doesn't seem like a guy who has a lot of good friends, anyway. There could be lots of boring plausible reasons that the film just didn't get into.

I had always wondered why the cop had a Wisconsin State Police car and patch.

But they obviously didn't think about it

Oconomowoc, Wisconsin?! That is about 2 1/2 hours north of Chicago. The way they drive in to Chicago when they finally arrive would only be possible via the Eisenhower Expressway which wouldn't make any sense if you just drove in from Wisconsin, really not the way to go coming from St. Louis either.
Nitpicky for sure. I certainly don't let it affect my enjoyment of this movie over the years. One of my all time favorite movies! ?

Not sure if this helps or applies, but in the script, Neil says that they accidentally overshot Chicago. This is when the cop pulls them over. You can grab the script from my signature. A fragment:
NEAL
You said "Wisconsin state
highways"?
COP
I believe that's what I said.
NEAL
Why did you say that?
COP
Because you're on a Wisconsin
state Highway.
Neal looks at Del. He's puzzled.
COP
(suspiciously)
You fellas don't know where you
are?
NEAL
Not exactly. Can you help us out?
COP
You're about six miles outside
of Oconomowoc, Wisconsin.
NEAL
We overshot Chicago.
DEL
We did?
COP
You gentlemen are under arrest.
later
DEL
I'm sorry pal. I really am. I
don't know how in the hell we got
so lost. I was watching those
signs religiously. From now on,
I won't touch a car.
http://www.trespasser.nl/div/pta/pta.pdf

Planes, Trains and Automobiles script

Hughes was known for writing entire movies in 1-2 days.
And let's face it, none of his movies exactly provoke deep thought, or even make a whole lot of sense sometimes.
Maybe that's why.

yea probably

I was thinking the same thing. Just looking at the movie facts John Hughes shot a lot of film and I think they had to piece together a film for release. The other option was that Del messed up and took a long detour, but it was not really implied or addressed. It would not surprise me if a scene addressing that was filmed but cut later.