No don't give back the federal tax that was withheld. This would be a thankless gesture and you won't receive a thank you note from the government.
Instead, file as a 1040 NR return to receive that money back. While Turbo Tax does not handle non-resident returns, you can do so through sprintax.com, which is our affiliates. Select the link and get started to receive that federal tax that was withheld.
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