I have been using BNA Income Tax Planner with 50 states for many years.
With Lacerte, I can export the tax return data to it. Federal works very well, state transfer usually requires some tweaking. There is a small up charge for this feature. I don't if it has the ability to do this with ProSeries.
As noted above, you in effect have one on the estimated tax worksheet. It's just not as flexible as the federal worksheet but it does get the job done.
That's a good point, and I have done some of that, you just don't get the automatic changes and indexing for the next year. It also makes it a little more difficult to see the comparison with the prior year if that is important to you.