I didn't have to and I did the same as you. What you need to do is below. It worked for me!
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Save your online return as a tax data file.
- Sign out of TurboTax Online.
- Install your 2016 TurboTax software.
- If you have not purchased TurboTax Desktop software, click here to select the product you need to complete your return.
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Important: If your return includes a state, make sure you also install the corresponding state program(s), otherwise you'll get Error 539.
- Once installed, choose File > Open Tax Return in the software program.
- Browse to where you saved your .tax2016 file and click Open.