Technically they do. You’re supposed to declare purchases on your taxes and pay the “use tax” on them. It’s just that you can’t get away with not paying the tax on a car so it’s easier to enforce.
Not having any protections or laws supporting laborers help make things cheaper too. No parental/sick leave, no per day overtime maximums, no mandatory break times, no non compete ban, lower minimum wages, etc.
Not that it’s the only reason, but I notice it to be a trend in “low cost” states. The exception seems to be WA, which has decent labor protections, but not quite as good as CA.
Theoretically, I agree it's possible to have too much worker protection, but it's a laughable notion in the US where pretty much all but a handful of states have no protections and "too much worker protection" is not even a remote concern.
I have a family member complaining that they cannot eat and have to stand for 8+ hours straight, a pharmacist because who is enslaved by their student loan debt, and are on the wrong side of supply and demand and there is no law that says employers need to give their employees the ability to pause and eat. So they snack on junk food in their pockets while they work.
I'm from Texas, moved to CA for a number of years, and have since returned to TX. Things like no state income tax and lower sales tax are major attractions, add to that the dirt cheap prices of property in comparison to CA. There are other things that are cheaper that just make day-to-day life easier. Fuel prices are much cheaper in TX. Auto registration fees are cheaper. In TX, my Corolla was <$75 per year while in CA it was >$400. When I registered my car in CA, I was required to pay taxes on something purchased in another state. (Why CA limits this tax/ransom to cars is a real question. Why not any large ticket purchases like computers,washer/dryer,fridges,etc.)
TL;DR - It's pretty widespread. TX population is rapidly increasing