As a part year resident, state income tax in my W-2 didn't apply to second state?

Hi, I'm confused as to why my state tax is so high.

 

Some info:

I moved from Arizona to Colorado on Jan 21, 2020

My W-2 paid $2029.14 in state tax

My W-2 only mentioned Arizona in field 15

 

After filing out both states on Turbotax, I'm told that I'm due to pay full of Colorado state tax. That doesn't make sense, where did my income tax went to if Colorado didn't get anything from me? I doubt Arizona needed all of $2029.14 for only 21 days of living in the state

 

Is my W-2 supposed to include both Arizona and Colorado?