State Income Tax

Lived and worked in Bellevue, Washington for all of 2021.   I was hired for my position by a firm with offices in New Jersey.  My paycheck came from them via direct deposit.  Received my W-2 from them and noted that income tax was deducted from my pay for the state of New York.

 

Washinton State is a no income tax state and was wondering if this is legal for them to do this.  Do I enter this in TurboTax or report it to someone if it should not have been taken out.  Very confused here.  Please help me.  Thanks.