I do download a copy to my computer and they have a copy online. I usually don't print it out. What did they say when you contacted them?
Most of the numbers from the Federal are transferred onto the state form but Indiana and I assume most states want you to claim out of state purchases like catalogue and internet purchases so they can collect sales tax. I have to spend a considerable amount of time collecting all my information so I can make an attempt to be honest on my state taxes. It doesn't help being an Internet junkie.
No way I'm putting my taxes on someone's server in the sky. And yes I do keep a printed copy as well as a PDF copy.