Who says? Did you get a letter from the IRS or an email from Turbo Tax? Even if you are claimed as a dependent you still have to file your own return if you have income.
You don't have to file if you only have W2 income under 13,850 but you can file to get back any withholding taken out in boxes 2 or 17. But you don't get boxes 4 or 6 back. If you got a 1099Misc or 1099NEC you have to file it as self employment income no matter how small the amount.
Filing requirements for a dependent
https://ttlc.intuit.com/community/children-dependents/help/do-i-need-to-file-my-own-taxes-if-i-m-a-dependent/00/26111