How can I file only 1 state out of 3 without paying for all 3? If I delete the other 2 my state tax due goes up.

If you need to file in all 3 states you cannot have the correct calculations without paying for and having all 3 states as part of your tax return.

Yes, your state tax will increase without the information for the other two states and the income that is taxable in those states.

I have already filed the other states, so I guess I will have to do them another way.

If you have income that is taxable by more than one state, some states give a credit for the tax you pay a different state on that same income.

The program can carry that from one state to the other, but only if both states are done at the same time in the same TurboTax account.