Here is my situation...

My employer is from PA and I worked and lived in WA for the whole year of 2016. My employer withheld PA taxes and mentioned that it was by mistake and I can request for a refund from PA. I filed PA non-resident (PA-40) return form. Now I got a question from PA saying that I received income from PA sources so I am liable for payment of PA tax. Is that true? should I pay taxes to a state where I did not work or lived.