It's not the mailing address. For state tax, there's a section called  "Your principal residence information" that we need to fill out. On the help section on this turbotax says:

Principal Residence Address

• If you reside in a foreign country at the time of filing, enter the city, province or state, and country in the city field. Follow the country's practice for entering the postal code. Do not abbreviate the country name.

However turbotax doesn't allow us to leave the state and zipcode fields blank. Not sure if there are ways to get around this.