As someone living in Texas, which also has no state income tax, it's not this simple. The tax burden is not actually lower, it's just more convoluted. Property taxes, aka wealth taxes, are much higher. These are passed along to consumers, meaning even if you don't have personal wealth you still pay a bit of it.

there have been a few threads here comparing TX to CA and found that CA is still pretty competitive even having a beefy income tax.