Startup, no revenue, partners in multiple states, do we need to file a state tax return?

Hi there,   We have 4 members to our Delaware incorporated LLC.  Two members reside in Illinois and two members in Utah.  We just started our business in 2020 and are currently developing a product.  We don't have any sales yet (haven't even started selling), so zero revenue and just some expenses for the first year.   We also don't have a physical location/office anywhere....we are working from our respective homes.

 

Do I need to worry about filing a state return for the organization?  I'm thinking not, but if so, then I wonder which state I would need to file it with (IL or Utah or both?).

 

Thanks in advance for your advice,

Matt