No, it’s not illegal – in fact, it’s very common to work in a state where you’re not a resident.
The first thing to know is that you’ll need to include income you earn on your federal return, if you’re required to file one, no matter what states you earn income in. Please see the TurboTax Help article Do I need to file a federal return this year? for guidance. Note that these figures apply to 2021 income. The numbers may increase slightly for 2022 income.
But, secondly, Maryland has a state income tax, unlike Florida. You may be required to file a Maryland state income tax return on income you earn there. Please see Who must file? on page 1 of the TY - 2021 - NONRESIDENT BOOKLET for filing requirements. As above, these instructions apply to 2021 income. The minimum filing levels shown on page 2 may increase slightly for 2022 income.
If you don’t expect to earn enough income there to be required to file a Maryland return, it would be a good idea to have zero Maryland state tax withheld. That way, you wouldn’t have file a state return just to get your withholding back.
You might also want to look at the TurboTax articles Multiple States—Figuring What's Owed When You Live and Work in More Than One State - TurboTax Tax Ti... and Multiple States—Where To File - TurboTax Tax Tips & Videos for more information.
