State Download

In the Personal Information section of the program you are asked if you made money in any other states.  Answer this question as Yes and select Virginia as the state.  This will allow you to file a non-resident Virginia state income tax return reporting the taxes withheld and no VA income.

OK,...different opinion

You can probably take out VA as a state to file in, and remove all the VA tax forms entirely.  VA makes it simple for people in your situation.

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If you were not a resident of VA for all of 2020, then, supposedly, a full VA non-resident tax return would not be needed, and all you'd need to do is to manually fill out a very simple form 763S....and send along with it, copies of the issuer's 2020 tax forms (W-2, 1099-R, etc) that show that the withholding was taken for VA during 2020.   Make sure you keep your own copies of each of those tax forms...but they probably won't be issued until some time in Jan or Feb.  

When you mail them in with the Form 763S, use a tracking method at the PO service counter

Sounds like you are in exemption category 4 on the form 763S:

2020 Form 763S, Virginia Special Nonresident Claim For Individual Income Tax Withheld