When you file nonresident and part-year state returns, many cannot be e-filed. See When a tax return can't be e-filed no matter what you do
If you filed the California return as full-year resident and NY as part-year, it gets a bit complicated allocating the income. So although NY asks you to e-file, you'll still need to mail that return since the software won't allow you to e-file it.
You should be able to contact NY State Department of Taxation and Finance to request an exemption for not being able to e-file the return. You can find their contact information here https://www.tax.ny.gov/help/contact/default.htm
Per their website: "If you can't electronically file the return because it's not supported by your approved e-file software or it can't be filed on our website, then
you aren't required to e-file it. If you have
reasonable cause not to e-file, you must maintain adequate documentation.
