Business in one state, live and work in another

I live in Maryland and operate a sole proprietorship. I also have a single member LLC registered in the state of NY that only does business in NY. I just started the NY business this year and have no income but about $10k in expenses including about $350 in startup costs. My question is, do I have to file in NY or, because I only had losses, just Federal and Maryland for both businesses?  Changing the business address between MD and NY doesn't seem to make a difference in TT. Thanks