No - If you were full time residents of UT for the entire 2017 calendar tax year, you will not have to file a nonresident CA state income tax return unless you want a refund of your CA withholdings that were withheld in error.

In order to get the full refund of your CA state income tax withholdings, you will need to file a nonresident CA return but report zero "0" income from CA. You must mail in this CA nonresident state income tax return and include your 1099-R information. You will want to include an explanatory statement with your CA return stating your situation (that your CA retirement fund administrator withheld CA taxes in error since you are full time residents of UT.)