State tax filing
If you entered each state and interest amount manually, and your 1099-INT shows these totaled under state MX, you did you choose your non-taxable state from the dropdown list? If so, you could enter the total under that state, since you're not filing in the other states, or change it to another state code, as you suggested.
If you also entered the address of your bank, make sure that there's no indication of a foreign location. If you previously tried to import your 1099-INT, it may be an error related to that.
You may want to delete the 1099-INT and re-enter.
