You don't need to do anything. You did file the return without having to do so, but the return is not incorrect. Since you don't owe anything to Massachusetts, nor are claiming a refund, you can leave everything as is. You would only need to file an amended return if something you originally filed was wrong. In this case, it wasn't wrong, it just wasn't necessary.
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"