It's definitely not correct idiomatic usage. But I'm guessing it's extra explanation for international travelers who don't know the connection between Interstate and the I- prefix.
An interstate is a highway that is part of the Interstate Highway System. They are all multilane, high-speed, limited-access roadways. They go between cities and through cities - and inside cities they are often used by people to get from one part of the city to another.
I agree with kentix. It's definitely not idiomatic English to say Interstate I-190. But in this particular case not only might the directions be emphasizing that I- stands for Interstate, but also the difference between I-90 and I-190. When you drive from Chicago to O'Hare you spend most of the time* on I-90 (the Kennedy Expressway); the exit to I-190 is very close to O'Hare.
*35 minutes is a fast travel time; at rush hour in the morning and afternoon it can take an hour to get from downtown Chicago to O'Hare (yes, there is an outbound rush hour twice a day).