It appears to be an issue with the NY state filing. I tried to e-file Federal, NJ, and NY, and got the same error message. Then went back to file Fed and NJ (WITHOUT NY) and it worked.
I went back and reviewed NY state return step-by-step twice and was not prompted to attach any PDF.
This appears to be a(nother) turbotax glitch. At the very least it should say which file/attachment is missing.
(I thought it might relate to filling out form I-203-A (non-resident business allocation schedule), but that did not fix the issue).
