The only thing I am aware of that Arizona requires to be mailed when you file electronically is a copy of the nonresident state return when you claim a credit for taxes paid to another state; but only if a copy isn't included with the electronic filing. TurboTax includes a copy of the nonresident state return when you e-file.
If the non-resident copy was not properly transferred you could receive a letter from your state asking you to mail a copy.
I can't explain why the email was sent. I would not worry about it. I would just wait to see if you receive a letter from the state of Arkansas requesting information.
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