Well, the item you pick off the shelf at your local Macy's didn't just materialize there from a Star Trek replicator. It was shipped. The cost of shipping is part of the retail price. Then there's the idea that local stores use local services, such as fire and police, so the locally collected sales tax is justified. But that argument is misleading because local stores pay other state and local taxes, such as income and property taxes, to support those services.
Customers pay, and they're the ones getting the services.
States have long since understood the loophole. Almost no one actually pays the use taxes, which are rarely enforced. Critics of Net taxes raise some good questions along with the bogus ones. They ask how a truly fair system could work, given the essentially location-less nature of the Net and the varying tax rates around the nation. Different jurisdictions treat identical products and services differently, and rates vary everywhere.