The trick is to make sure you create the NYS return under Profile, code the return for multi-state return, choose a resident state, and make sure you code each income/expense properly for state sourcing.

See these articles for detailed instructions:

https://proconnect.intuit.com/taxprocenter/practice-management/handling-multi-state-returns-in-proco...

https://proconnect.intuit.com/community/multi-state-taxes/help/input-multi-state-amounts-in-proconne...