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Recent experiments on superconducting cavities have found that under large radio-frequency (RF) electromagnetic fields the quality factor can improve with increasing field amplitude, a so-called "anti-Q slope." Linear theories of dissipation break down under these extreme conditions and are unable to explain this behavior. We numerically solve the Bogoliubov-de Gennes equations at the surface of a superconductor in a parallel AC magnetic field, finding that at large fields there are quasiparticle surface states with energies below the bulk value of the superconducting gap. As the field oscillates, such states emerge and disappear with every cycle. We consider the dissipation resulting from inelastic quasiparticle-phonon scattering into these states and investigate the ability of this mechanism to explain features of the experimental observations, including the field dependence of the quality factor. We find that this mechanism is likely not the dominant source of dissipation and does not produce an anti-Q slope by itself; however, we demonstrate in a modified two-fluid model how these bound states can play a role in producing an anti-Q slope.