Hawaii and Utah say you should file a return.
Hawaii
Hawaii says: “Every individual doing business in Hawaii during the taxable year must file a return, whether or not the individual derives any taxable income from that business.
“‘Doing business’ includes all activities engaged in or caused to be engaged in with the object of gain or economic benefit, direct or indirect, except personal services performed as an employee under the direction and control of an employer.
“For example, every person receiving rents from property owned in Hawaii is ‘doing business’ and must file a return whether or not the person’s expenses exceed the gross rental income.”
See page 4 of Instructions for Form N-15 Rev 2021
Utah
Utah says a nonresident must file a return if they have income from Utah sources and are required to file a federal return.
Who Must File a Utah Income Tax Return