Agreed. You should not be paying VA income tax on the pension even if it comes from VA, since you do not live in VA. You will need to file a non-resident VA return for 2023 to recover the VA tax that was withheld. Contact the custodian of the pension plan and instruct them to stop withholding state tax.
https://ttlc.intuit.com/questions/2895920-why-would-i-have-to-file-a-nonresident-state-return
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