I am active duty military. Before last year was over(2018) I changed where I played taxes to North Dakota which is where I am stationed. Why does it keep wanting me to change my status to nonresident,

You pay state taxes to your Home of Record state regardless where you are stationed. The only way it can be changed if you legally changed your legal residence by visiting your local base legal office and/or base finance office and completed a DD Form 2058, State of Legal  Residence Certificate.  If you did this, then you can declare North Dakota as your legal state of residence.  You might visit the MY INFO in your return section and edit the information stating your legal resident state is North Dakota and that you did not make any money in any other states.  Do this only if you completed the legal requirements for making this change. 

Please review the following document link for more information.