More information may help resolve your issue. For example, is your LLC a "single member LLC" or does it have multiple members? And did you ever file an election with the IRS to treat the entity as a corporation for tax purposes?
Single member LLCs in Kentucky are required to file Form 725, Kentucky Single Member LLC Individually Owned Income and LLET Return. The penalty for failure to file by the due date is a percentage of the tax due, with a minimum penalty of $10.
You don't need to file the federal tax returns, because you didn't have any business activity (no income or expenses).
I recommend contacting the Kentucky Department of Revenue for guidance on your situation, and then to the extent required, complete a "manual" Kentucky Form 725 using the forms from the Kentucky website.
The 2019 Kentucky Form 725-EX is at this link, and the Instructions for Form 725 are at this link. Previous year Kentucky tax forms are available at this link, which also has a "Get Help" feature.
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