There are many reasons you might have unclaimed funds (abandoned accounts, uncashed checks, misspelled names, incorrect addresses, etc), and your state is required to hold your property until you claim it.
They will not seek you out, and most people are completely unaware they may have lost funds or property being held by the state.
Every state has a website where you can check whether you have unclaimed property and submit a claim. Just search ‘[my state] unclaimed property’.
Yes this happened to me once , I had to create an account to pay taxes on something and I found out I had like $300 on something the state didnt pay me because I moved.