HI!
You need to be a bit more specific.
You mean STATE in NewQSO column, or STATE in CQ-monitor/Wsjt Map?

In case of NewQSO STATE column, try to enter a callsign manually then exit from callsign column. QRZ information fetch should happen then.
Do you get any information from QRZ? If you got, is only STATE missing?
Do you have free or payed QRZ account? The have different result.

In case of wsjtx Cq-monitor/wsjt Map, have you got STATE there before? What version of Cqrlog, I assume CqrlogAlpha, what version number?
Have you done lately new STATE update from wsjtx remote? Did it succeed?

There are some questions needing for answers.