You may have mis-selected the state back in the federal section.
Go back to the Federal side, and edit every 1099-DIV with box 11 $$ on it, and every 1099-INT that has box 8 $$ on it.
On one of the pages after the main 1099-DIV or -INT form, as you step thru the follow-up pages, there is one that will ask: "Which state are your $xxxxxx of exempt interest-dividends from? "
You need to select "More than one state" from the end of the dropdown list of states in the top selection box. You may have selected NJ by accident .
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A breakout of the just the NJ bond dividends is allowed, but usually doesn't result in much help unless the total amount, before NJ breakout, is large, or unless you invested in a NJ-specific bond fund, or NJ-specific bonds (if you hold individual NJ bonds)
____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*