Initially hired to intern in the US and got paid relocation money for that, however ended up interning for that company in another country. Do I need to file taxes?

So, I was initially hired to intern at a company in the US and they paid relocation money for that

However, circumstances changed and I ended up interning for that same company in another country and got paid in that country's currency.

Now my question is, I didn't earn anything else in US dollars apart from the relocation money which they haven't asked to return. And upon asking them for a W-2, they said that since the internship was conducted in a different country, I would not be receiving any US tax forms. So, do I need to file taxes in this scenario? The relocation money is less than the minimum filing amount of $12,500 and will be filing as a single, under age of 65 and I'm currently in the US on a student visa