I'm sure that magogo will correct me if I'm wrong, but I believe that he may be referring to the fact that, throughout Europe if you, as a non-European tourist, buy something, you can claim back the VAT (sales tax) when you go home. This can be pretty significant, since VAT is between 16% and 25% of the item price in different parts of Europe.
Unfortunately that's not the way it works in the US. No refund of sales tax for tourists
.