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Ok.  That's interesting. That didn't happen in my case.  Did the last line of box 12 of the 1099 Div show XX as the state where tax exempt divs were earned?  I assume it did.

Btw, I wasn't even aware of this issue until I saw someone reported the problem wrt to his NY return.

The other possible question is whether you downloaded the 1099 from your brokerage or entered it manually.  I downloaded.  Also, I am using desktop version.