That does not affect the federal return.
Does the state require it? If so, I suspect it is somewhere among the state information (but I don't use ProConnect, so I could be wrong).
For some states like California, it requires to have health insurance to avoid penalty. If it happens, just need to go to Credits -->Premium Tax Credits -->CA Premium Assistance Subsidy/Penalty, then enter 1=entire household covered for all months. Then you will not see any penalty from the State tax return. For the states no health insurance requirement, nothing needs to be done.
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