Do I have to file a state return? Living outside the US

Some short details to my situation:

 

I have moved from the US (Texas) to Europe about 33 years ago as a young child.

I have never lived in the US since then, only visited short times as vacations since then.

 

 

However I applied to receive my SSN in 2013 in Alabama, it being sent to my family's address. I have never lived there though. Always have been living in Europe.

I have filed federal income returns since I had income using the foreign income exclusion. However TurboTax always keeps reminding me to file a state tax return.

 

When I google it, I find that I do not have to file State taxes, as I do not qualify as an Alabama resident nor do I have Alabama related income.

 

Can someone maybe help me out on this one? 

 

Thank you!