On Amazon I paid for the state return. Why was I charged again at filing?

You didn’t pay for a state return.    In the Desktop program you get one free state PROGRAM download to prepare unlimited state returns. Then each state return (including the first one) is $20 to efile, usually goes up to $25 March 1. Or you can print and mail state for free.  

What did you pay?   Check carefully for what you purchased from Amazon.   They sell Deluxe both with or without state software.   Did you buy the one for federal only and then have to pay $40 to download state software?    Or are you referring to the $25 state e-file fee, which is always an extra fee with desktop software?  you can avoid the state e-file fee if you file the state by mail.