While downloading my state return, the pdf file only had a Instructions page. The bookmarks tool bar shows 2 pages but only the Instruction page exists no FL state retur.

" is it because the state of FL has no state return?"

Yes. The Florida return in TurboTax is to report tangible personal property that is used in a Florida-located business or rental property and is filed with the county property appraiser. 

If you do not have tangible personal property to report, choose Skip State in the State Taxes section.

If you do need to file a Form DR-405, nothing will print (except an instruction sheet) unless assets were transferred or you manually entered assets in the DR-405 worksheet.

If you mistakenly continued on through the Florida section in TurboTax and paid for a return that you do not need, contact customer support. 

Visit -->  https://ttlc.intuit.com/questions/1899263  to contact customer support.