We received the following from the MA DOR:
Refunds Changed from Direct Deposit to Paper Check
February 26, 2018: DOR has just released a number of income tax refunds via paper check where direct deposit had been requested on the tax returns. DOR sometimes changes the refund delivery method from direct deposit to paper check as an additional security measure and this action was taken in an effort to honor these early refund requests more quickly. We apologize for any inconvenience this may cause.
Here is the link: