Your state presence has no impact on your federal return and whether you file a 1040, 1040A or 1040EZ. Where you live or work doesn't impact your federal return, unless you have Community Property issues.(which doesn't apply here)
If you work in Kentucky and live in Illinois, you do not file a Kentucky return. KY and IL have reciprocity, which means you only file return with the state where you live.
https://ttlc.intuit.com/questions/2895760-which-states-have-reciprocal-agreements
That is about your state returns though, and doesn't impact your federal return.
What states did you file? Did you have KY taxes withheld in error?
