A few states (New York, Pennsylvania, Nebraska, Delaware and Arkansas) tax remote workers)*. Massachusetts is not one of them. MA briefly had such a rule during Covid, but it only applied in certain situations (not yours)**.
You may want to consider filing a paper (instead of e-filing) MA return, so that you can attach an explanation statement.
*CT and NJ "convenience of the employer" rule imposes CT/NJ tax on some out-of-state remote workers. But it only applies if you live in a state that has the same rule.
**Massachusetts put in place temporary pandemic rules from 10 March 2020 to 13 September 2021 saying nonresident employees who worked in Massachusetts before 10 March 2020 are still subject to Massachusetts tax until 13 September 2021.
