State tax filing

I live in NJ and work out of a NJ office.  For 12 days last year, I worked in the NY office and my company withheld some NY taxes related to this.  Thankfully, the Allocation section in NY State TurboTax is giving me a full refund.  My concern is that I've tried to find an allocation to see when I don't receive the refund and I ALWAYS get the refund.  This is making me think I've done something wrong.  When does NY get to collect?