If you cant' e-file the Fed, then you have to mail-file the state too.
Occasionally a state e-file set is ready before the state allows the state mail-file forms to print out. Since you are attempting to file so early (yes, this is early ), that might be the case for your set, so come back in two weeks and try to create a new state PDF then.
The only significant e-file issue for a particular state, that grumbles about mail-filing in a major way, is NY, but even they allow the state to be mail-filed if the Fed must be mail-filed.
No matter what state is involved...wait two full weeks, then create a new copy (using the Print Center only) and see what happens then.
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*
