Remote worker in TX/ Marital tax status questions

Hello, 

I am a remote worker who lives in Texas working for a New York based company. I am a Texas resident and my wife is a Texas resident as well. Since my company is based in NY, I still get NYS taxes taken out. My question is about filing status as I was married last year. Do I change married filing status to both federal and state returns? We are planning on filing together. If filing as married, would NY state expect a tax return from my wife, who isn’t a NY resident, would they tax her non NY income? Is it better to leave single for New York State tax purposes? Thank you