Your employer was withholding STATE income tax, no federal. That is why you are getting a state refund. You should update your withholding with your employer so they start taking out federal tax too. Look at your W-2 at Box 2. If there was an amount in Box 2, you would have received it back as a refund. Double check that box because you didn't enter anything from box 2 into your return. And your state return DOES show a refund.
