SECOND OPINION:
No...you do not file non-resident in KY, nor do you indicate that you worked in another state on the My Info page. All your work in KY is taxed as-if earned in IN. (possible exceptions for "locality" taxes in boxes 18.19.20, but you don't file a tax return for those localities)
KY and IN have a reciprocal tax agreement, whereby cross-border workers are only taxed by their home state. IN also ahs a similar agreement with MI, OH, PA and WI
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*
