This thread is discussing state residency and state taxation. NR is a non-resident state return...IOW you live in one state and earn income in another. This has nothing to do with a federal return for non-resident aliens, which appears to be the trail you went down. Again, the discussion is about state residency.
I didn’t understand that there was also a state NR, or that we were discussing people who left a state but were still earning income there.
But I’d think if you simply left a state and ceased earning there, you’d just do a regular state income tax return for the time of the year that you were there and the income you earned during that time.