Happy day....I am grateful for your response.  The instructions indicate there is a penalty only if there was nondeductible contribution or if there was an overstatement of nondeductible contributions.  In this circumstance, it was a conversion, which I believe is different from a nondeductible contribution.  That said, I will absolutely file the 8606.  In fact, since an 8606 was originally filed with the return, I'll include the original and stamp it "As Originally Filed." 

Thank you for taking the time to lend your brain.  🙂