If you have earned income or received a W-2, 1099, etc. you should still file the return so that the State of Michigan knows that you did not owe or have a refund due you. That is why TurboTax is not telling you not to file. It is simply telling you that you do not owe nor are you going to get a refund, but that does not mean that you do not have to file.
Again, you should still file your return.
