The Great Lakes incredibly valuable water resources are governed by a joint commission of state, provincial and national governments. The members of the governing body have long understood how very precious these bodies of water are to human survival and economics.
Extraction of water out of the watershed is prohibited without consent of the international commission. And the philosophy on extraction has been that water removed must be replaced with equal amounts of water of suitable quality. At minimum, the expensive project to move water to the west would require equally expensive projects to replace that water.
A map of the watershed is provided below. You'll notice that in SE WI and NE IL the watershed doesn't go very far inland in places it's less than 5 miles from the lake...
...this has already caused water utilities difficulties in cities and suburbs that span the divide of the watershed. Much of the ground water sufficient for municipal supply in SE Wisconsin contains radioactive contaminants above safe levels for drinking. Radioactive contamination above safe levels is not a problem with the water in Lake Michigan. There have been decades long struggles to get approval for diluting ground water with lake water to achieve safe standards for drinking for communities just 5-10 miles from the watershed.
The domestic and international legal difficulties in getting approval to move water a thousand or more miles to the west would be more than substantial. It's hard to see how it could be done short of international conflict.
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