Do it in the dark or stare very very closely at the bottom of the navigation screen and you will see a very very faint soft key for the state choice.
When I was buying my car I sat in the parking lot for 45 min until I called Joe (fiskerPhilly) with the same question.
here is a video that you an see the "state" button in along the bottom line
it is nearly impossible to see in the back on black letters - the video uses the pre-production white on black which is ugly but way easier to read.
https://www.youtube.com/watch?v=tA7CIoQw-sw