Do I need to file as "married filing separate" for VA state return? I'm in the Navy and changed my home of record from VA to AZ on 5/1/19. Fed return is Married/Joint

I'M filing online. My wife has no income during 2019.  She has a Roth IRA.  Our investments are joint.  I completed the Federal tax return with no problem.  When I tried to complete the AZ return, I get a message stating"How To File Your Virginia Return
Based on what you've told us so far, we've determined that you'll need to use married filing separate as your filing status.
Follow this link for step-by-step instructions on how to do this". The link recommends buying TurboTax CD.  This does't make sense to me.