You may need to.
According to Earnings Tax Frequently Asked Questions,
All City of St. Louis residents are required to pay the Earnings Tax regardless of where they work. Non-residents are required to pay the Earnings Tax on work or services performed within the City of St. Louis. All businesses located in the City of St. Louis, except those exempted by law, are required to pay the Earnings Tax. Non-resident businesses, except those exempted by law, who perform work, services or business activity in the City of St. Louis are required to pay the Earnings Tax.
does not process any of St. Louis' tax forms.
For forms you may need to file, please see Earnings
Tax Forms and Information.
Please add a notice that local St Louis Tax returns are not created by TurboTax. It would have given me a heads-up that I needed to look further. Now we have penalties for late filing.
You should always look over the tax return(s) that you are filing before and after you file. And you should print out a copy for yourself and save the files as tax files and pdfs. If you had done those things you would have seen that you did not prepare or file a city return. TurboTax only prepares a few city returns. It is up to you to pay attention to whether you file all of the returns you are supposed to file.
City Tax Returns