I doubt if ProSeries does that.  ProSeries is only mid-level software, and it is unlikely they will ever add a calculation for penalties/interest for states (it even needs some manual input for Federal interest).

That means yes, you need to either do it manually or have the state send the client a notice.  Personally, I just give the client a super-rough estimate and tell them the IRS and State will send a bill for the exact amount.