However, if you are filing for a federal extension through https://turbotax.intuit.com/irs-tax-extensions, Arizona will automatically be notified you are filing for an extension.
You can submit for an Arizona extension based on this answer: https://ttlc.intuit.com/replies/3966463
You have to file extension seperately..
For federal: https://turbotax.intuit.com/irs-tax-extensions
For State: https://turbotax.intuit.com/tax-tools/tax-tips/Tax-Extensions/How-to-File-for-an-Extension-of-State-...