Yes, having statutory employee box checked when not applicable may make a difference on your refund.
Review your W2 by searching for “W2” in the search box in the top right hand corner and clicking the “jump to W2” link. (If you are just logging in, make sure you click Take Me to My Return first before searching or you won't get the jump to link). Click Edit next to the W2 in question and scroll down towards box 13 (see screenshot). If the statutory employee box is checked on TurboTax, but not on your actual W2, then uncheck the box. You should do the same for the retirement plan box.
