Two possibilities:
One - the income is actually taxable in New Jersey because you are doing work that is sourced in NJ. See Part-Year Residents and Nonresidents - NJ.gov. Source income rules have been changing constantly since COVID.
Two -You can ask the employer for a corrected form that does not show state income.
If neither of these will work, keep really good records so you can rebut any future collection efforts.
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