taxable missouri income for new resident

We moved to MO in Oct 2020 from Il.  All of our income last year was from pensions which aren't taxed in Il.
Although we only  were residents in MO for two months, the turbotax program is counting the entire year's income.  When I file the Il form and it shows I owe no tax, it looks like I won't get credit for having lived there for 10 months.