Why aren't my state returns in the pdf file I saved so I can print and file by mail?

Instructions to print and file by mail:

1. Sign in to your TurboTax Online return.
2. Click File and you’ll get to the [Your name], just (…) more steps and we'll file your returns screen.
3. Complete Steps 1 and 2 if you haven’t already done so, then click Start next to Step 3.
4. On the Let’s get ready to e-file screen, select File by mail, then on the pop-up screen make sure you select File by mail for federal and all of your states.
5. Follow the onscreen instructions to print your return.