I don't think that's true. I've never lived in NY but commuted in from NJ for multiple years and always had to file both states.
NY makes you file based on the source of the income not your residency, "You must file Form IT-203 if you: were not a resident of New York State and received income during the tax year from New York State sources", also NYC has it's own tax rate and form, as does Yonkers.
I don't know if it's true for NY, but many people live in western Wisconsin and commute to St. Paul / Minneapolis in Minnesota, and none of those people are required to file income tax returns in Minnesota. They file only Wisconsin returns.
This may not be entirely true. I lived in NC full time and filed taxes in CA and NY (as well as other states). Nexus is the term our accountant used.