@Ashley aka Henry Jr.  @IntuitRichard   seen this question multiple times now...is this "by design"?

I'm not sure but maybe richard or @Matt105 know.

We do not support efiling any state returns from within the 1040NR module

So 1040NR is good for efile but not 540NR - why didn't the software (Proseries Pro) just say so!  In 540NR Info WS, it says to go back to 1040NR Info WS to choose a state from Pick List!  

I don't file any 1040NR returns, but as I understand it, yes, the 1040NR can efile, but not the 540NR.

Thank you for your response. Appreciate it very much. I seem to remember it was not a problem to efile 1040 + 540NR.