Mine do that sometimes when I work on Federal one day but not the state and I dont work on the state until a later date.   

Im not sure how to fix that except that the very first time I open someone's return I make sure I go to both federal AND state prior to exiting/saving the returns.   Once theyre split up like that, I havent found a way to join them back together until theyre Accepted I think they join back up then.