because your resident state is Kansas. 43 states have an income tax and they all tax their residents on income they earned even if it was out of state.
there is no reciprocity between the two states. so you'll have to file in Mo as a nonresident - do this tax return first and them a resident Kansas return on which you'll get some sort of credit for the taxes you paid on income tax by MO. the only way to avoid this is to move to MO.