If you are a PA resident and received UC from MA, then you will need to file a MA non-resident return. You may or may not receive a refund of the taxes you withheld as MA does tax UC benefits and this would be considered MA source income.
When you file your return, you will want to file your MA return first as a non-resident and then file your PA resident return.
PA does not tax UC benefits whether it be from PA or another state.