I had the same issue for MA return. The portion of exempt and non-exempt dividends did not carry over from Fed to MA.
During the Fed process, I indicated in the 1099 Div section that one portion $EEE was from MA (i.e., MA exempt) and another portion $NNN was from multiple states (code XX, and therefor taxable in MA). However, the MA return did not show the breakdown.
Apparently, the error can be seen in the forms view. You open the 1099Div form, then scroll down to box 12. The two entries show up on different lines: MA=$BBB and XX=$NNN. That's just as it was entered. So far so good. However, the last line of box 12 asks where the divs were earned. It shows MA, but that is incorrect. You need to change the entry to XX (multiple states). Doing so will then correct the amount that is excludable (exempt) from MA taxes.
This is an error that needs to be corrected by TT.
