No, the IRS doesn't care when you moved from one state to the other, both locations and are in the US, so it makes no difference for federal tax purposes.
One thing the IRS is concerned about is when the rental activity ended. Sounds like you reported that it ended when it you stopped renting it out, which is correct.
The move date is for state taxes affects both states. If you were physically present in MO until February, you will need to file a part-year return in both MO and AL.
The move date you use for state taxes should be the date on which you actually started living and sleeping in AL.
**Say "Thanks" by clicking the thumb icon in a post
**Mark the post that answers your question by clicking on "Mark as Best Answer"