As given on this link, supercritical fluids are viewed more as a continuum which has both liquid and gas properties. This continuum is obtained when a gas is brought to a pressure and a temperature higher than its critical values. The intermolecular distances of a pure supercritical fluid are in between that of a liquid and gas. With so many qualitative differences between a supercritical fluid and a gas and a liquid. Why is it not considered a separate state of matter?
Answer
We normally consider the various states of matter to be separated by a phase transition, and generally this is a first order phase transition (an exception is the second order glass-liqid transition). So for example the solid to liquid transition is (usually) a first order phase transition, and likewise the liquid to gas transition.
However if we move from the liquid to the supercritical fluid by increasing the temperature, as shown by the arrow in this diagram:
then we measure neither a first or second phase transition. The system changes continuously. You'd get a similar result by starting with the gas and increasing the pressure to move into the supercritical region.
You'll hear arguments about what constitutes a separate phase of matter, e.g. about plasmas or superfluid states, and I'm sure someone somewhere will have referred to the supercritical fluid as a separate state. However there is no thermodynamic reason to do so.
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