Hi Norman:
I'm familiar w/ that area as it is quite close to UI's Dixon Springs Agricultural Station. Use of prescribed fire is becoming more and more common place across the Midwest. Most prescribed burns are conducted in the late winter - early spring. Occasionally, fire managers will conduct growing-season burns or fall burns -- depends on the goals and objectives of the particular burn and ecosystem being managed.
The prescribed burn you saw was likely conducted during late winter / early spring 2019. Ms. Jenny Lesko, the IDNR district forester stationed at Dixon Springs State Park, can provide you with more specifics.
IDNR District Forestry Office Map: https://www.dnr.illinois.gov/conservation/Forestry/Pages/default.aspx
Best of luck!