Look at line 31 of your 2020 CO return. That is where you would have told CO Dept. of Revenue (DOR) that you wanted your 2020 refund applied to your 2021 taxes.
But, it's unlikely that DOR would make a mistake like that. The most likely explanation is that you erroneously told TurboTax (TT), in the 2021 interview, that you applied your 2020 refund to 2021 taxes.
Also check your bank records to verify whether you received a 2020 state refund (around April 2021).
