Employer withheld state taxes for wrong state

Upon receiving my W-2, I realized that my employer did not update my tax withholding information for 2024.  I understand I need to complete a non-resident tax return .  I've had a couple of conversations with this employer about this issue and today they sent me a W-4 form to complete.    At the end of 2023, I provided them proof of my name change due to marriage, and the proof they needed for a new direct deposit.  Also provided my new Driver's License info .  All reflect my new address.  Why would I need to complete this Federal form for a State filing issue.