One thing to keep in mind is that it really isn't that difficult for online vendors to collect sales tax. It's child's play for a company like Amazon to include a sales tax system in their databases; they've already got it.
Smaller online vendors typically use 3rd party services for payment processing. Companies like that can get sales tax updates for less than $50/month.
By the way, many services do collect sales taxes. Back in the day when people rented videos

you had to pay sales tax.
There are also some physical goods which are exempt. E.g. clothing sales in NYC under $110 do not have to pay sales tax.