State tax filing

The payslips had been correct in 2019, live in NJ and work in NY.  W-2 in 2019 was good.  I only review the last payslip of the year normally to match with W-2, since it is automatic deposit for years.  I never request the change of work location, and I can not indeed.  And, I was never informed the change by mail and email.  Nevertheless, it happened.  If I file both NJ and NY, NY will be happy.  My worry is NJ.  Will NJ reject my filing and refuse to refund the overpaid, since  I will claim I made zero dollar in NJ, but NJ system will recognize me on payroll in NJ?  Thank.