I'm not too familiar with the strange US taxes system but I saw a lot of people on reddit in the US saying they didn't get charged tax, I think it changes state by state. You were lucky I guess!
I know in the state that I live you are only charged sales tax if the online order was purchased from a seller that resides in the same state. Also, there is a section on your tax returns that asks you to declare any other purchases online or purchases out of state that were then brought into the state, to pay taxes on them as well. Although I seriously doubt they collect much money that way.