Double Taxation between IL and NY State

Hi All, I am employed 100% remotely. I live in IL but my employer is based in NY. Because of the NY law of convenience I am receiving a NY W-2, and need to file a NY Non-resident return, as well as IL. 

 

I am technically not eligible for the credit for taxes paid to NY-state because the income was sourced within the state of IL, and I did not physically travel to NY to earn that income. Even though I have not stepped foot in NY, I am being double taxed.

 

What are my options here? Do I have an option to get my employer to give me an IL W-2?