Q. Do I need to file a non-resident IN return?
A. No, since you did not physically work in IN and there was no IN tax withheld for which you would need to claim a refund.
If your employer reported your wages in box 16 of your W-2 with "IN' in box 15, there is a chance that you will hear from the IN Dept. of Revenue. You'll have to reply, explaining the circumstances. You can not head that off by proactively filing an IN return with 0 income. Try to get your employer to stop doing that, it's wrong.