Box 15 says a state different that the one I reside in

I live in IL, but snowbird in AZ. Two of my 1099's say AZ in box 15. But no state tax or local tax was withheld (boxes 14 and 17). I have already filed for the first time and think I may have changed/corrected one to IL. Does this matter? I don't want it to look like I have income from AZ.