You sir are right! I can tell you first hand your state taxes go by where you claim residence. This is why the majority of NFL, MLB, players claim Florida or Texas. For example I am a airline pilot, I am based in a state that has a state income tax, I am a Florida resident and I claim this on my tax info. I do not pay state income tax, state income tax is determined by residence not where you work.
Actually that isn't correct. My parents and grandparents live in North Dakota and spend their winter's in Florida. To be able to claim residency in a state while living/working in another you must be able to prove that you spend over half of the year in the state which you want to claim residency. Therefore, because my parents and grand parents only spend between 3-4 months of the year living in Florida they are unable to claim residency in Florida and must claim residency in North Dakota on their taxes.
Many athletes have had to pay back taxes because they try to claim the state of Florida as a residency while not spending more than six months of the year living there. If you recall there is a certain FS from Arizona whom many people on this site are clamoring for us to sign if he becomes a FA that just went through having to pay $2 million in back taxes because of this oversight.