No, you would only need to file one return for each state, either jointly or separately. Since they're both Community Property states, where you report all your income and half of your spouse's on separate returns, it could be a wash using either method, though you may lose some deductions that are limited when MFS.
You can use your joint federal return and test filing separately for each state, and test filing jointly for each state.
Here's detailed info on Filing Separate States.
@unablezhy
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