I don't think you e-filed your state return.
I got on the phone with Tier 2 customer service and they showed me the issue, which is more that the screen is unintuitive to what you may think in order to do the "mailed state return" option.
On the "E-file Your Federal Return for FREE" screen in the desktop program, you need to click the "File by mail" radial button to get to the screen to mail your state return. Completely unintuitive, but that's how it works to mail the state return.
