I wouldn't feel too sorry for 'em.
The state has to take care of 2nd thru 9th prizes. Sure, they'll have to pull it out of the reserve fund. But did they actually lose money? Have to check out all the times they didn't have to pay out any 5+0 prizes over the years and add all up all that extra money sitting there.
But yeah, that $5M might've hurt 'em a bit. If you look at it like the base $1M 5+0 prize is funded by MM sales, and the $4M additional Megaplier prize is funded by Megaplier sales. The NH Megaplier sales were only $8,599 for that draw. So that $4M payout is several years worth eaten up in one draw!