I presume most don't send in paper F.4868 anymore.  If your client applied for the federal extension online by making an electronic payment, NJ does not require or expect a paper copy of the F.4868 that was never filed to be attached.  Instead, you will still check the box for federal extension having been filed and enter the "On-line federal extension confirmation number", which will be remitted to NJ with the return.  I am, however, not sure where in ProSeries, you would enter that number.  FWIW, there is an input for that number in Lacerte/PTO.