That message will display when you print the return and when you e-file. If you did not click the Transmit Returns or Transmit Returns Now button, you did not e-file. Only you can e-file the return.
When printing, the system thinks you are printing to mail the return and doesn't know that you have or have not mailed it yet. So it will take that as you are filing your return. No need to panic.
If you want to check to make sure you did not e-file the return, use steps below:
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