As you could see in the list of attributes the state code attribute is not valid for create. That means the CRM will simply ignore the value you are passing in.
Changing the state is always an explicit action. So you are not able to combine this into one single call.
However, you could define the statuscode
already during the create call.
Also be aware that the attributes which expresses the state of a record are statecode
and statuscode
and their values depend on each other.