Those boxes are for state tax withheld, state payer number and state distribution. Since you didn't have any state tax withheld, you do need that information, so I assume that is why it was not reported to you.
If the pension benefits are taxable in your state, that number will be picked up in TurboTax from the entry in box 1 and/or 2(a) and entered on your state tax return.
@georgeschlosser
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