You might like to review the resources for Clay County here:http://www.linkpendium.com/genealogy/USA/IL/Clay/
Deportation could have happened for a number of reasons -
Example: perhaps his wife had a warrant out for his arrest for some matter and after a trial, that was the decision made - to deport the spouse. He probably hadn't reached full citizenship yet.
Perhaps something was wrong with his Alien registration or Declaration of Intent. "Olive Tree Genealogy" has good write-ups on Alien records, naturalizations, etc.
Am sure the reference librarian in Clay County would be a help on how to direct your research.