You can use Amazon capsules even if you can't earn from them. I think what will happen is that HubPages will earn from them. You can still get your other earnings. When people purchase through your amazon capsule, it might increase your hubscore, but i don't know for sure.
with the new Amazon program that is being planned, amazon pays hubpages and then hubpages pays you. so it could be that you will be able to earn from Amazon through HubPages even if you live in Illinois! because hubpages will be the affiliate, and you will get paid from hubpages for the amazon purchases. that is my understanding of it.