Sales tax is a state deal not federal. Not all states have sales tax. Visit Oregon, for instance.

But I believe the idea is that the transaction, regardless by whom, was in the state. And the state wants a cut. The state don't care if you are taking the goods out of the state or not. The state wants its cut.

IMO it should be the opposite: You should get a sales tax exemption if you're a resident. The reason tourist-heavy areas have high sales tax is to capture more nonlocal money they can use to support local services.

Three states (Louisiana, Texas, Washington) do that. Others don't.

As to why, the simple answer is the state government made a law. They get to do that because the state constitution says so, and it doesn't conflict with any federal law. If you keep asking why, you'll usually end up with a root cause like the people who have power want it that way, or at least don't especially want it a different way.

The fact that other places do it differently has nothing to do with anything.

Sales tax in the US is also not a VAT. And every state and municipality are free to have their own rules. My town where I live and the next one over have different sales tax rates (on top of state sales tax), which is part of the reason why it won't be on the price tag. It's just not practical.

There are countries who have tax refunds when visitors are leaving (basically reclaiming VAT whilst at the airport), they have already purchased the goods with VAT paid but gets refunded upon them departing.

The UK used to allow VAT refunds for tourists, but Great Britain stopped doing it a few years ago. Now tourists pay the VAT just like residents do. Northern Ireland still allows it (for non-EU residents, I believe.)

ND, TX, WA and LA will reinburse tourists for paid taxes.

The tax is meant to be on the business selling the product, not the person buying it. There are added rules requiring the tax to be added on after the sale price so that it remains a visible tax, thus making the public more likely to support repealing it.

You can buy stuff from colorado online and not be taxed, like andromeda insights, like if I buy from california there is no sales tax

Actually, it depends on the state/city. There is no federal sales tax; all sales taxes are determined at the state and municipal level and are only charged at the final point of sale. Some states or cities allow for limited versions of what you're talking about; Washington State rebates sales taxes for Oregon residents.

However, why isn't this typical across all states? It turns out that taxes tourists is generally more popular than taxing residents. This is especially true if the tax is enacted by referendum. For instance, a lot of stadiums are publicly funded via hotel room and rental car taxes.