It sounds like you should. If New Jersey was your place of Domicile, then yes you should continue to file the New Jersey return.
Domicile: the place you consider your permanent home—the place where you intend to
return after a period of absence (e.g., vacation,
business assignment, educational leave). Domicile is based on many factors, including
your intent, where you register to vote, maintain
a driver’s license and vehicle registration, have
family ties, etc.
For more information, please see: New
Jersey Division of Taxation Webpage
