No. You should be paying Colorado tax (not Kansas tax) on your out of state pensions. See whether you can get your withholding changed to Colorado from Kansas.
Colorado residents pay tax income they receive while living in The Centennial State. Kansas does not tax pensions received by nonresidents.
If you moved in 2021, you can file a part-year Kansas return to get back your withholding.
Consider making estimated tax payments to Colorado if you can't get CO taxes withheld.
Colorado subtracts up to $20,000 of pension income for qualified taxpayers under age 65 and up to $24,000 for taxpayers 65 and older.
See: Retirement Pension or Annuity Subtraction