This sounds like an company issue and not a state law. Insurance companies in Illinois
are legally required to issue refunds for "unearned premium", but you didn't prepay your bill. Long story short, they only have to repay the portion of your premium that extends past the cancellation date; i.e. you paid your bill on the 1st and cancelled on the 5th, then they would refund you from the 5th through the end of the month. Unfortunately for backdated cancellations, refunds are usually up to the company. You might consider calling Esurance and ask to speak with a supervisor. If that doesn't work, contacting your state's insurance department
about the issue or even an attorney may be the only other option.