For TurboTax to want you to file a return for AZ, somewhere you told the program that you earn money in another state or that this income is earned in AZ. If you are fully remote and do not go to AZ to work at all, then you would not need to pay taxes to the state of AZ. Double check your W2 entries to be sure that it says CA and not AZ in the state boxes. Also go back to the personal info section and double check to be sure that you did not select that you earned money in another state.
You can delete the state of AZ so that you are not filing that return. If UA is only withholding taxes for CA, then there is no need for you to file the form WEC as it will not have any affect on your return.
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