No, you don't have to file both non-resident states.
Virginia only requires a non-resident return if your Virginia state income is more than $23,900 for Married filing jointly.
Maryland requires a non-resident return if your Maryland state income is more than $ 25,100 for Married filing jointly.
If you do file these states you are likely to get the small amount of state income tax withheld refunded to you.
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