The question is asked because you may also have to file a return and pay tax in the other state. The income is always taxed in your resident state but usually also taxed in the state that you work in. In your case, you don't have a tax return in Texas because Texas doesn't have a state income tax. However, if you had worked in a state that does have an income tax, say New Jersey for example, you would have to file a return in both states.
