My state doesn't require a paper copy to file. I had already e-filed for fed and state and both have been accepted. In my case i think the TT message referred to printing and mailing a voucher to pay state tax due (perhaps the general message "print and file these documents" could be re-worded to fit the more detailed senarios we each have, rather than giving the wrong impression that the whole fed and state returns need to be printed and mailed).
