It's because of the new Agency model that publishers have forced on Amazon. If a book is sold via the Agency method the seller is actually the publisher, similar to Amazon's Marketplace. So if the publisher has a physical presence in your state you are required to pay sales tax.
This will be shown on the Amazon page if it is an agency book:
Print List Price: $22.99
Kindle Price: $10.99 & includes wireless delivery via Amazon Whispernet
You Save: $12.00 (52%)
Sold by: Hachette Book Group
This price was set by the publisher