If they cause your customers to ditch your product but calling them and saying "your calls are all getting 4xx because you are not putting the state code into the call parameters" would keep them as customers, then you would be wise to make that communication.
But first ensure that the input error is properly reported to the client in the response body (ideally in a structured way), so the client could have figured out by himself.
If a fix is needed on your side for this matter, having a conversation with a customer might be useful before breaking more stuff. ("We have no state code in EU. Why is that mandatory?").