No, you do not have to pay the insurance fee if you are remaining in your home country while studying during the spring semester. Penn State does request a copy of your passport and your travel history (from U.S. Border Patrol). These documents will provide the evidence of your location. You can send online copies of these to UHS-insurance@psu.edu.
If you have further questions regarding your tuition, please email spring2021tuition@psu.edu.