It sounds like you should. If New Jersey was your place of Domicile, then yes you should continue to file the New Jersey return.
Domicile: the place you consider your permanent home—the place where you intend to return after a period of absence (e.g., vacation, business assignment, educational leave). Domicile is based on many factors, including your intent, where you register to vote, maintain a driver’s license and vehicle registration, have family ties, etc.
For more information, please see: New Jersey Division of Taxation Webpage
Only if you have home or if you are planning to return. just because you vote doesnt mean you have to file nj taxes.
Voting in an election for federal offices often may not be used as the sole basis of determining residency for the purpose of imposing State and local taxes. When claiming a new legal residence or domicile, legal counsel should be consulted because there may be other factors to consider, such as tax implications.