You can generate the necessary records as follows;
1. Create a Select stmt that selects all the products for all the States. This Select statement will be a Cartesian product. i.e. there will be a single record for each Product - State combo. The record can have the necessary product or state info. This is done in the database.
2. On the Data Connection screen select multiple tables. Select the Product - State table as the first table. Then join it to the data in question using a left join on Product and state. This will create the missing records.