State tax filing

I received the corrected W2, which shows AZ income = MO income = Federal income, and withholding of state taxes both in MO and AZ. While I have asked the company to explain why AZ is on my W2 at all, I think I will file MO taxes as a resident (worked for 7 months there before moving to AZ to stay with my parents temporarily as I look for a new job), and file AZ taxes as a non-resident. Does that make sense?