That is correct. If you do not have the same residency status, you would need to file separate returns. So, without seeing what you have on your actual return, one of you will need to file a Full Year return and the other a Part year return. Do you see 2 separate returns included in your state section? One for each of you?
What you will need to do is file a dummy return for your federal as MFS, so you can prepare a state return for both of you filing separately.
How do I prepare a joint federal return and separate state returns?
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