Pennsylvania Personal Income Tax law provides for a withholding obligation for certain payors of Pennsylvania-source income, including payments of Pennsylvania source non-employee compensation. See here for more information. If there was an amount withheld, it appears that the income was considered Pennsylvania-sourced and you would need to file a Pennsylvania state return.
Every resident, part-year resident or nonresident individual must file a Pennsylvania Income Tax Return (PA-40) when he or she realizes Pennsylvania income generating $1 or more in tax, even if no tax is due (e.g., when an employee receives compensation where tax is withheld). See here for more information.
Check with the payer for details and for the state ID number.
Otherwise, if you only lived and worked in New Jersey, you didn't have Pennsylvania taxes withheld and there is no PA state payer ID, then you shouldn't need to file a Pennsylvania state tax return just because there is a Pennsylvania address on Form 1099-NEC.
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