Massachusetts has a rule that you cannot file Form 1-NR/PY as MFJ unless both spouses are reporting income for the same residency or non-residency period. Here is their wording:
Note that a joint Form 1-NR/PY is not allowed unless each spouse is reporting income for the same resident or nonresident period. For example, John (a Massachusetts resident) and Jane (a New Hampshire resident) both work in Massachusetts. After they were married in June 2019, John moved to New Hampshire to live with Jane. They cannot file a joint return because their nonresident tax years are different. (Jane lived in New Hampshire during the entire year, but John only lived there for six months.)
https://www.mass.gov/doc/2019-form-1-nrpy-instructions/download
why form 1 NY-PY.
TurboTax has generated form 1. we will be residents of MA as we both have lived at least 183 days.
You are correct. You file MA Form 1, and since you are both regarded as full-year residents, you can file it as MFJ or MFS, your choice.
Page 6, https://www.mass.gov/doc/2019-form-1-instructions/download
Note that since your wife is regarded as a full-year resident by Massachusetts statute, her income for the entire year is subject to MA taxation.