The Chicago suburbs of Indiana are in the Central Time Zone; it would take you an hour on I-90 (assuming no traffic whatsoever!) to reach the Illinois border from the Central/Eastern time zone change point, and even longer if you're coming north on I-65.

The time zone change happens even further afield than the furthest exurbs of Chicago. The places there are well and truly rural.

In the grand scheme of things, not really. And most of them aren't crossing into Indiana every day.

Most of NW Indiana is in Central time, anyway, so you're going past the exurbs into farmland to cross time zones.