There is no additional point and advantage to call those functions in initializer list, at least in your case.
Simply call them in the constructor body.
Important note:
You said state
is a member of Class
. So in constructor's level, state
is not constructed yet, then constructing it by itself is somehow meaningless:
state.setCurrState(state.stateMenu);
state.setPrevState(state.getCurrState());
Try to write a well constructor for state
's class to set curr/prev to a initial states.