Sales Taxes are assessed based on the buyer's address and/or ship to or delivery locations, not on where the seller is. If your state has/had a sales or use tax, you have been required by law to report those purchases and pay the sales/use tax yourself.
Since so many states had been getting robbed of revenue by people buying off the web and so few buyers were reporting and paying them as required, many have now enacted laws requiring sites to collect and remit sales tax. Those websites are doing you a favor by relieving you of the responsibility.