"Yes, but "nobody" does."
That's probably true, but nevertheless the laws are there on the books. When you as a non-resident work in a state that has an income tax, the income you earn there is taxable by that state - assuming the amount you earn exceeds the state's "filing threshold." The only exception would be if the non-resident state has tax reciprocity with your home state. Of course, it's difficult - if not impossible - for states to audit these situations. But the laws are there.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
