according to the CIC website state pcc's aren't required, but they may be requested. They say they will request them if necessary. Only FBI pcc is required, but if you want to avoid problems in the future you can add them, I don't think it's going to hurt you by having them.
here is the message displayed in the website:
"Do I need to provide a police certificate when applying for permanent residence?
Yes. Applicants should provide a Federal Bureau of Investigation (FBI) certificate with fingerprints. State certificates may also be requested. The Visa Office will advise you if state certificates are required in your case."
the link is as follows:
http://www.cic.gc.ca/english/information/security/police-cert/north-america/united-states.asp