Here's the thing. Paycheck withholding does not settle your taxes.
Tax is paid on April 15 when you actually file. Until then, withholding is your money and this is a textbook example of that.
What's the point of withholding, then? Without it, the less financially educated/responsible taxpayers would simply spend their whole paycheck, and when quarterly* tax payment time comes around, they'd go "wow, I forgot to save any, sorry IRS", and IRS would have to sue them and garnish their wages etc. Much simpler to "force"** everyone to do withholding every paycheck to put the money on deposit to settle their taxes later.
All that money withheld - paychecks, quarterlies, etc. -- Is Your Money Still. It is simply on deposit with IRS to assure you pay your taxes.
Then between sometime in January and April 15 the next year, you file your taxes. Now the piper gets paid. You figure your actual tax (in your case $0.00), look at how much you've deposited so far ($414), and you either have to pay the difference or get a refund. In your case you get a refund.
Now if you want to leave that money on the table, IRS will be happy to keep it.
If you change your mind later, you can file your taxes up to 3 years after the April 15 due date. There is no penalty for filing late if you are owed a refund. You'll even get interest on the money.
* People must make their own deposits quarterly if they don't get paychecks because they are self employed or business owners. They use Form ES. But the deal is, they must pre-pay at least 90% of their final tax bill, or they face penalties.
** it's actually possible to specify any number of exemptions, but they will start noticing if you go higher than 71. Seriously, I've done it. Also they will notice when you violate the 90% rule and slap you with penalties, so you better know what you're doing!