No, it's not. Once you move, retirement income is "transferred" as it were, to the state you are currently living. It's similar with a job. The company's main office is in another state, who is responsible for paying you, but you are working in a location in your state. You are only taxed in your state on that income. You do not file a tax return to the state where the retirement income was produced if you no longer live there.
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