Move from US Territory to US State and ADP Payroll

Does anyone utilize ADP Payroll and have experience with employees moving from a US Territory (Puerto Rico) to a US State (Florida, etc)?

ADP told us we had to terminate the employee and rehire to send a new employee number to ADP in order for the person to have correct tax documents (W2 for Florida, 499 for PR). This seems incredibly messy and there must be a better way to do it, but ADP is adamant this is the only way.