The Form 4868 can be denied if not filed timely.  Out of luck with IRS,  out of luck with the state also, right?  How does the software know that an extension request was timely filed?  Even if e-filed it could be missing a name or SSN that was corrected later.  

There are a lot of "automatics" that IRS prohibits software vendors from using.  This could be one that states won't approve, even if it's not obvioius why they don't like it.