Because no one in the Midwest (or anywhere else, for that matter) wants a refinery built next to them. Plus we have oxygenated fuel requirements, reformulated gasoline requirements, and some of us have state-level boutique fuel requirements. So gas prices in the Midwest are the most volatile in the whole country. See, for example, this article in today’s Tribune about a recent BP refinery fire in Indiana, and its likely effect on gas prices, in combination with the Iraq and Venezuela things.