I have a W2 that included my wages when I was deployed when I check the box it is active duty pay it does not change my tax return amount owed. Why? I thought these wages were exempt from federal taxes since I am active duty.

Yes, if you were deployed to a combat zone then the pay received while in the combat zone is nontaxable. You should have the amount of your nontaxable combat pay shown on your Form W-2, in box 12, with code Q. Please ensure that you entered your W-2 correctly. 

1. Login to your TurboTax Account 
2. Click on the Search box on the top and type “W-2”
3. Click on “Jump to W-2” and you should see the “Here's your W-2 info” screen
4. Click on "edit" and verify your W-2 entries.