Why do I have to mail my state return

You have something in it that cannot be efiled in your state.

Something that can also happen occasionally, is that some states will allow printed-mailed tax returns on dates before they allow e-filing, and you may be in a situation where the mail-filing is allowed right now, but e-filing won't be allowed (By the state itself) for another couple weeks. 

IF that happens to be the situation for your state tax forms (and not just a matter of a certain required paper form),  you may be able to wait until the IRS accepts your Federal e-file....then wait a couple weeks and come back to try to  E-file your state.

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Check here:

State forms availability table for TurboTax individual (personal) tax products (intuit.com)