Do I even need to file state return if I lived in another country all of 2024 and did not earn income in the US in 2024?

[DoninGA]

No, you do not have to file a state tax return.  In the My Info section of the program where you are being asked for your resident state you should have scrolled to the bottom of the dropdown list and selected Foreign or US Possession.  When asked if you lived in any other states you should have answered No.  When asked if you made money in any other states you should have answered No.