I had this same question (in 2021), and also did not see any opportunity to allocate rental income & expenses to the nonresident state. I re-did the non-resident state section in TT carefully, but still never saw a chance to enter this.
Found the solution on the TurboTax screen for "[nonresident state] Source Income and Adjustments," where instructions say to "report the part of the following income that came from [nonresident state] sources." There are line items for Wages, Taxable Interest, Capital Gain or Loss, etc etc., showing the amount of each from the Federal form and asking user to enter how much of that came from sources in the nonresident state. Net income from the nonresident state's rental property goes in the line item for "Rents, Royalties, Partnerships" (TT doesn't ask for expenses & income details from the nonresident state's rental property, it just wants the net figure.)
If you don't have any rental property in other states, the Federal and nonresident state figures here would be the same. (TT may have auto-generated a number for the nonresident state here, but it's not clear what it's based on if it doesn't know the state allocation.)
If you need to see a breakdown of your rental property income & expenses from the Federal form, you can have TT print out an interim copy of your Federal Schedule E.
