W2 Has 2 States

I live in NYC and I was laid off from my job this past year. During offboarding, I told my former employer to send all exit information to an address in PA where my parents live as I wanted to spend some time with them. I just got my W2 and it:

Has my parents address in PA instead of mine
Shows the amount of severance pay I received under PA in Box 16 with no State Income Tax in 17 and ~$160 in local wages
The total amount of state wages & tips for NYC is my total wages & tips (inclusive of the severance pay)

As I never established residency in PA, do I need to file a state tax return for that state and, if yes, how do I go about doing so?

I also collected unemployment in NY and started my new job which has my correct W2 information.

Thanks!

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