use feature qw( state ); is required to use state. This requirement prevents the following perfectly legitimate code from breaking when someone upgrades Perl:

$ perl -e'sub state { print "I state: @_\n" } state("foo");'
I state: foo
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use feature qw( state ); is available via use feature ':5.10';, which is available via use 5.010;.

Same goes for say.

The documentation for say and the documentation for state both mention this.