State tax return living in one state and working in another. Never done a kentucky state return but turbo tax wants us too. Do I need too?

Seems like there should be a way to get the Kentucky taxes back since we live in Indiana.  Only ever filed a Indiana state return and wondering if there is a credit im missing or something.  Would think i should get the kentucky local taxes back as a credit on my indiana return.  We are a reciprocal state to kentucky.