I am seeing the same thing on one of my online test accounts. I will report this forward to see if it is working as designed or may be a bug.
Regardless, the state tax return Cannot be e-filed if the federal tax return is not e-filed.
To e-file the federal tax return only, go to the File section and on Step 3 click on File by mail
On the following screen click on Change for the state tax return. Then select either File by mail or I'm not ready to file, click on Save
