Married couple. Spouse is a student in a different state. Should we file separately?

I live and work in NY and my spouse is a student in CT and does not have any income. We are both non-residents but qualify as resident aliens. We were married in June 2019. Should we file separately? Or is it more beneficial to file federal together and states separately? I have W2 form and my spouse has the 1089-T form to file.