PrConnect is doing it right, for your client. Every State handles nonresident differently. Some will tax all income, and credit back tax paid to other States. Some will tax only locally-sourced income. Some will tax based on residency. This is what I found when I googled it for you:

"Utah residents who earn income in other states must pay Utah tax on that income. You may claim a credit for income tax paid to another state if the other state also taxes the same income."