You must select the option to File by Mail so that you can print and mail the NY tax return.
The NY tax return does not have to be e-filed if the software you are using does not support e-filing. TurboTax software for tax year 2021 does not support E-filing a tax return after October 2022.
Go to this New York website for the e-file requirements and note the second bullet under Who must e-file - https://www.tax.ny.gov/pit/efile/efile_mandate_for_individuals.htm
