Should local state government (In the US) be able to penalize you for not claiming a tax refund in a timely fashion?

I recently had a dispute with my local State Government over some tax rules that I wanted to run across the Fluther community, because I feel this law I was penalized for is very unconstitutional. Now this happened some time ago, but my abatement has gone so far unanswered, so I wanted to hopefully speed up the process. In the United States, Federal Law states that so long as you are going to receive a refund in Federal Taxes, you can file as late as you want, however I believe after 3 years, you can no longer file to get that money. There is no penalty for filing late; you just delay your refund return.
I believed this to be the case in Ohio as well, where I live. I was wrong. Apparently in Ohio, if you file your taxes late, you can be penalized, even if you are due a refund. In my case, I was penalized $500** for not filing on time. More details on that below. Isn’t (or Shouldn’t) it be unconstitutional for the government to penalize you for filing late, when they in fact owe you money? In all other 49 states, there is no penalty for filing late unless you owe money, and I feel like that’s the case because it would be illegal to charge someone money for not claiming money in a timely fashion.

**I was charged $500 because they were sending letters to my former address where my previous taxes were filed under, they were claiming that I “owed $1,607.58”, and wasn’t until they called me that I then gathered my tax information to prove I was actually due a refund. But at that point, I filed enough months later that the penalty had reached its maximum point.

Ohio State Tax Law
Federal Tax Law—First line states that you will not incrue a penalty if you are due a refund.