Illinois Resident Working in Missouri

We live in Illinois and my spouse works in Missouri. I received Social Security benefits. Missouri is counting my Social Security benefits as income to be taxed. But I am not in Missouri and have never lived in Missouri. Is this correct?

 

Also, my spouse has retirement withdrawals that are being taxed in Missouri. But again, we do not live in Missouri and none of the retirement funds are located in Missouri and are not sourced from Missouri. So why is Missouri calculating taxes on that? Shouldn't the taxes only be calculated on what he actually earned from his Missouri employer?