https://ttlc.intuit.com/turbotax-support/en-us/help-article/state-taxes/states-reciprocal-agreements...
Since IN & KY have a reciprocal agreement you should have ONLY filed an IN return and the employer should only withhold IN taxes. File an amended non resident return to KY (if you have already filed one) and indicate NONE of the income belongs to KY to zero out the taxes owed.
