A Chicago film studio that alleges the state of Illinois steered business and incentives to a competitor does not have a case under antitrust laws, a federal appeals court held.The 7th U.S. Circuit Court of Appeals last week declined to revive a lawsuit Chicago Studio Rental Inc. and Chicago Studio City Real Estate Holdings LLC filed against defendants responsible for promoting the state’s film industry.The court held the companies — referred to collectively as Chicago Studio — failed to state a claim …