I think native plants formed a symbiotic relationship with the rest of the ecosystem, so that takes a bit of time.
According to the National Wildlife Foundation:
Native plants have formed symbiotic relationships with native wildlife over thousands of years, and therefore offer the most sustainable habitat. A plant is considered native if it has occurred naturally in a particular region, ecosystem, or habitat without human introduction.
Exotic plants that evolved in other parts of the world or were cultivated by humans into forms that don’t exist in nature do not support wildlife as well as native plants. Occasionally, they can even escape into the wild and become invasive exotics that destroy natural habitat.
Native plants help the environment the most when planted in places that match their growing requirements. They will thrive in the soils, moisture and weather of your region. That means less supplemental watering, which can be wasteful, and pest problems that require toxic chemicals. Native plants also assist in managing rain water runoff and maintain healthy soil as their root systems are deep and keep soil from being compacted.
And here is info about milkweed, from the same source--IL, you are right on:
Monarch caterpillars feed exclusively on the leaves of milkweed, the only host plant for this iconic butterfly species. As such, milkweed is critical for the survival of monarchs. Without it, they cannot complete their life cycle and their populations decline.
Indeed, eradication of milkweed both in agricultural areas as well as in urban and suburban landscapes is one of the primary reasons that monarchs are in trouble today.