It's hard to say without being able to see your 2018 federal tax return. My guess for the most likely reason would be that your 2018 total state and local taxes exceeded the $10,000 (or $5,000) cap by more than the amount of your state refund. Therefore you did not get any tax benefit from the refunded part of your state tax.
If you are using the CD/Download TurboTax software for 2019, you can look at the State and Local Income Tax Refund Worksheet to see how the taxable amount of your refund was calculated. Or look at your 2018 Schedule A. If line 5d is more than line 5e, and line 5d minus line 5e is more than your state refund, the refund is not taxable.
