You need to answer "no" to the state interview question about TurboTax only reporting income that is attributed to MA. Since you have allocated all of your federal income across the states, TurboTax needs to add it all up. If you say only to include MA income then it is not getting all the other states' income onto your MA return, which is a no-no. MA taxes income earned in all states. You then get a credit for taxes paid to other states.
