You are correct in filing a Non-Resident New York state tax return if you are active duty military but not living in the State of New York during 2017. There is only one New York exemption for military pay, from New York Publication 361 linked below:
"Any income received by a member of the armed services of the
United States for service in an area designated as a combat zone is exempt
from New York State, New York City, and Yonkers taxes. If you included
any combat zone pay in your federal adjusted gross income, you are
entitled to a New York subtraction modification for that income in
computing your New York adjusted gross income."
https://www.tax.ny.gov/pdf/publications/income/2009/pub361.pdf
