In the My Info section of the program you should have entered your resident state as Foreign or US Possession which is listed in the dropdown for states at the bottom of the list. If you did not live, work or have US sourced income from any other state in 2019 you should have answered those questions as NO. This way you would not even be asked about a state tax return.
Go back to the My Info section and check your answers and if married answers for your spouse.
If all the answers are correct or you correct the answer and you still have a state tax return, then delete the state return.
See this TurboTax support FAQ for deleting a state tax return - https://ttlc.intuit.com/community/using-turbotax/help/how-do-i-delete-my-state-return-in-turbotax-on...