I had the same problem, but found the solution in another post courtesy of @DoninGA . Pasting below. If this works for you, @DoninGA deserves the credit.
Try using Print Center and the option for all worksheets. The state tax return should be included -
To access your current or prior year online tax returns sign onto the TurboTax website with the User ID you used to create the account - https://myturbotax.intuit.com/
When you sign onto your online account and land on the Tax Home web page, scroll down and click on Add a state.
This will take you back to the 2020 online tax return.
Click on Tax Tools on the left side of the online program screen. Then click on Print Center. Then click on Print, save or preview this year's return. Choose the option Include government and TurboTax worksheets
Thanks, Diego133 (and @DoninGA); that does resolve the issue.
But still, the question remains as to why the download was incomplete in the first place. Is this a known bug? (TTAX - are you listening?).