Update:
So I got it to work. Here are the specifics: originally, I had started a new return by importing a prior year file, which had a Missouri return. When I went the the State section it prompted me to download the state file and wanted me to pay for it. I exited the program, then opened it again and this time selected to start with a completely blank return. Under the State section it showed Missouri, and I clicked Start my Missouri return. It activated without prompting for a state download of any kind. I then opened the original file I had imported and now it let me work on the state return.
