It depends on if you had Pennsylvania tax withheld during the year. If you did not have, then you only need to file a Missouri state return. Remote employees are only required to pay taxes in their home state of residency. However, if you had Pennsylvania state tax withheld you will need to file a nonresident return to claim a refund.
Other TurboTax posts (linked below) indicate that PA is one of the states that does tax remote workers and therefore would require one to file a nonresident state return. Can you verify which interpretation is correct? Thanks
https://ttlc.intuit.com/community/state-taxes/discussion/company-in-a-different-state/00/958173
There a difference between “remote work” and “main office.” Teleworkers are taxed by some states (including Pennsylvania) because their work is considered to be performed in another state and the employee is working remotely by choice and not out of necessity.
Main office is not a factor. For example, Walmart’s headquarters is Bentonville, Arkansas but not every Walmart employee pays Arkansas tax.
As @KatrinaB48 said, it depends on your withholding. If no PA tax was withheld, then your employer considers you to be a Missouri employee not subject to PA tax. Speak with your payroll department if you have questions.