IF you didn't remain there,and moved home within ~180 days....then No.
.........."Unless" you also worked there in a civilian job at any time in 2019 before going to your home state. (or owned a rental property in that state you were stationed in)...then a tax return as a non-resident would be required for the state you separated in.
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*
