No, you do not need to file a tax return for Missouri. Since you did not live or earn any income in the state no tax return is required.
You are required to file a US tax return and report world wide income if your income is greater than the Standard Deduction for 2019.
The Standard Deduction for 2019 is
Single $12,200
Head of Household $18,350
Married Filing Joint $24,400
Married Filing Separate $12,200
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