I see your dilemma. The answer is no, you do not absolutely have to file a Mississippi tax return, as a practical matter, if you are expecting a state tax refund there. In three years, after the statue of limitations for an individual claiming an income tax refund expires, the $32 refund will go into the Mississippi state treasury as unclaimed property. But, that may be a rational decision on your part. On the other hand, you could attempt to file out a Mississippi state tax return, on paper, and outside of TurboTax. Then you would only need to pay for the cost of postage.
That said, if you have a lot of deductions, or something, it is possible that if you don't file a state tax return, the Mississippi Department of Revenue could file a return for you, which is called a "Substitute Return." When they do that (or the IRS does it for a missing federal return), the government tax authority usually fills out the return in such a way as to be the most basic for your kind of income, taking the standard deduction, no tax credits or other benefits, etc. In doing so, they could turn a refund into an income tax liability (it just depends on how the tax return is completed, either favorably or not for the taxpayer).
However, for the amount of money under discussion here, it is hardly likely they would bother. Usually, when a refund is owed a taxpayer, the tax authority is in no special hurry to chase down a taxpayer and remit it to them. They are perfectly happy to hang onto your refund if you do not claim it.
Thus, you could probably safely delete your Mississippi return from your TurboTax software order if you wanted to.
