Why do I have to explain 'Total income exceeds Massachusetts income by more than 10%' when filing a non-resident MA return?

I do not live in MA, I'm filing a non-resident return. Why does MA care about this? Please note, I filed non-resident first, then resident (AZ), and got this, when I experimented and deleted both states, then started with resident first then MA (non-resident), I did not get this question.