Indeed, the Ohio 2022 IT 1040 instructions says in page 5:
Direct deposit of individual income and school district income tax refunds is not available to paper filers.
The alternative to file electronically using the OH| TAX eServices does allow direct deposit. Some of the Yes/No answers to the wizard are not always obvious, but the rest can be obtained from the TurboTax State Return. Getting the same refund amount as TurboTax is a good sign.
