You only need to file the additional state return if you have enough income from that state to exceed their filing requirement, if you were a part-year resident of the state during 2022, or if there was withholding and you would like it refunded.
From your explanation, you didn't live in North Carolina in 2022 and there was no withholding, so you need only file if the income exceeds the filing threshold.
See North Carolina filing requirements here.
See Utah filing requirements here.
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