Are you using the Online version?
You can only Transfer from the Desktop program not the Online version. TurboTax Online files can't be transferred directly into ProSeries. They must be saved to the desktop first with a .tax20YY extension. For example .tax2019 for a 2019 TurboTax Online file. I don't know if that means you have to open it in the Desktop program first.
How to Transfer Turbo Tax to ProSeries
https://proconnect.intuit.com/community/convert-data-files/help/how-to-transfer-turbotax-returns-to-...
