A tax refund simply means that your total tax withholding (and any estimated tax payments) was more than your total tax liability. The tax refund does not apply to any particular item of income.
Check to see that line 4a of your Form 1040 includes both the amount distributed from the inherited traditional IRA and the inherited Roth IRA, and that line 4b includes the amount distributed from the traditional IRA but excludes the amount distributed from the inherited Roth IRA. If these are not the results you see, delete and reenter the Forms 1099-R.
