After you file

I’m sorry, I don’t think I posted that more clearly. Or I may not be fully understanding. I live in Ohio and visited MO and had gambling winnings there. The only form I have from MO is the W-2G to which I entered in the federal section all it asked for. The only part that’s not clear with that form is that the box 1 says winnings AND paid to in the same box with the original winnings and the amount they gave me after having pulled all the taxes. What im not fully understanding is turbo tax is saying I need to fill out MO state return and when doing so its formatting my OH return into MO return as if my AGI was from MO. The only amount I had received from MO was 1,600 and paid the tax on that. If I don’t file the MO state return does this mean I’d get audited? 
I’m sorry if all of that is convoluted.