In the AZ interview after going through the entire interview process, you are asked if you want to file an AZ extension. This is right after the calculation of estimated tax payments section.
If you answer yes, you are taken through the extension questions. If you go through the AZ interview questions a second or third time you are asked if you want to review your automatic extension. When you say no to that second review, the extension remains part of the return.
In order to avoid this issue in the future, answer "no" the first time through the AZ interview so an extension will not be generated.
In order to fix this issue, go to the forms mode and look for the AZ extension form in the left column, AZ Form 204. click on that form. When it opens, click delete form at the bottom left of the form screen. It will be removed from your return.