This is not always true.
I'm remote. I pay my state and CA taxes for my CA based company even though I have never set foot in CA for this job.
You're required to withold taxes in the state that work is performed. If you're working from home, that's your work location.
You should get refunded for your CA taxes at the end of the year if they are being withheld.
I confess I've never been in the position of being officially completely remote. I certainly don't pay taxes to the state where my company's HQ is but then I'm officially in an office in my state of residence. (And maybe the existence of that office would make a difference even if I weren't actually assigned there.)
I've worked remotely for 5 years and have only ever paid state income tax in my home state, not wherever my employer is.