Unfortunately, only the state would be able to tell you the reason why. Neither the IRS nor state taxing authorities would disclose that information to anyone but you.
If you received a letter from them, it may explain what they are looking for and a reason. Your best option is to contact your state directly. However, I recommend you contact them on the published phone numbers on their website, just in case the letter you received (assuming you received a letter) is not actually from them. Also, it's unlikely that a state would email or call you to inform you of an audit.
State Taxing Authorities
https://ttlc.intuit.com/replies/3302452