No, you do not need Form 4852.
If you sold property in Massachusetts, you may need to file a state tax return to report the income from this sale.
A PO Box in Connecticut does not imply you had income from that State, so you are unlikely to need to file a CT tax return.
As you know, Florida has no income tax, so no State return is required.
In short, you may need to file a State Income tax return only for those states where you earned income and where income is taxed for non-residents.