State tax filing

Both of your AGI's will be the same since you file a joint federal return.  The joint AGI is the only number the IRS will have for both you and your wife.

Yes, it sounds like you are doing it correctly, as long as you are filing the Non Resident Return. When you first entered into the MA program, you should have gotten the screen that says "Confirm your Massachusetts Residency" and this page should have said Non Resident 

States, as well as the IRS, require spousal information when people file separate just to make sure you are both not claiming same expenses and that your returns make sense together, even though, you will not be filing a state return for MA.