How to file state taxes when my wife was a part year resident in Missouri?

Hello,

I was a full-time resident in Illinois while my now-wife worked in Missouri until July. She moved up to Illinois for another job and we got married in December. I am trying to file our federal taxes jointly, but Missouri seems to have a requirement that I must use the same filing status as the federal return. If that was the case, would my Illinois income be taxed too by Missouri even though I never lived in Missouri? Illinois seems to let us file our taxes separately though.

I am reluctant to file federal taxes as married filing separately because we contributed to our Roth IRAs, and contributions to Roth IRAs are not allowed for married filing separately.

Thanks for your help!