You do not need to file a non-resident Virginia state tax return.

Maryland and Virginia have a tax reciprocity agreement.  Residents of Virginia who have earned income from Maryland will pay income tax to Virginia for all income earned.  Residents of Maryland who have earned income from Virginia will pay income tax to Maryland for all income earned.

https://ttlc.intuit.com/questions/2895760-which-states-have-reciprocal-agreements

The reciprocal agreements between states apply only to employment **wages** - no other type of income qualifies.