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By "going back" I meant that I started the file section over by clicking the file tab.  Please try it yourself.  I agree the screen is incorrect.  And the instructions are incorrect.  

 

However, I did find a way to get the correct printout.  You have to select "File by mail" for FEDERAL first, even though federal has been e-filed, only then will it let you print the STATE returns. 

 

I would suggest that if someone:

1) has already e-filed Federal and has not yet printed out state, that the option to e-file federal not be presented again.

2) selects "Do not e-file my state return..." the next screen (as well as after completing the federal e-file) should be to snail mail the state.

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