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And here's another piece of information showing that the PA DEPT of REVENUE should credit me for the capital gains tax paid to VA:

 

https://revenue-pa.custhelp.com/app/answers/detail/a_id/851/related/1

 

Example: Mike is a resident of Pennsylvania and commutes to his job in New Jersey. He also has rental income from a New Jersey summer cottage. Mike must report as PA taxable income both his compensation and his rental income.

He must request a refund of the NJ income tax withheld from his compensation. He may not claim a credit for the income tax paid to New Jersey on his compensation, but he may claim a credit for taxes paid to NJ on his rental income. He must attach a copy of his W-2 statement showing the NJ withholding and a copy of his NJ nonresident tax return to his PA return when it is filed.

[emphasis mine]