The other side of that is your state needs revenues. If you shop out-of-state via the internet, you are depriving your state that income. No business wants to collect taxes. They do so because of the law. I saw a study recently on what the various states are losing because of not having taxes on internet sales. It is significant. If they do not get the revenue from one source, they will get it another way, or they will have to cut services.
I owned a retail business if Florida and we formerly had to pay for the privelege of collecting taxes for the state. It was a nominal amount ($25), but never the less if we wanter to be in business!