Is there a way to roll it into an existing IRA of my own as this year's contribution?
NO, non spousal inherited IRA can never be rolled into an existing account ... it must always be titled as an inherited IRA.
https://www.thebalance.com/options-for-non-spouse-beneficiaries-of-inherited-iras-3505448
but would the state tax it also?
See page 14 for the NY rules :
https://www.tax.ny.gov/pdf/publications/income/pub36.pdf
