Correct - the "reciprocal state" agreement does not apply in this case.
Reciprocal state agreements apply to state tax withholding on wage income, not other forms of income.
See What is a state reciprocal agreement? for details - all the provisions refer to employers, withholding and W-2 income.
A reciprocal agreement, also called reciprocity, is an agreement between two states that allows residents of one state to request exemption from tax withholding in the other (reciprocal) state. This can save you the trouble of having to file multiple state returns.
