Roth IRA excess removal (with a loss)

After filing 2021 return (in 2022) I realized I have over contributed to Roth IRA based on income levels. I quickly removed it in 2022 before the dead line so there is no penalty, but with a loss. As a result the distribution was less than the excess. And so I not have any income to report as a result of this transaction. 

 

Do I still have to file an amended even though there was no taxable income? If so, how to do that in TurboTax? We have already received 2022 1099-R with PJ proving the above with 0 taxable amount. Do I have to amend state return as well (we are in North Carolina)?