Just because they didn't collect the tax doesn't mean you don't owe it as many states have a 'use tax' that is due if you don't pay sales tax. And states are starting to enforce this so just be careful. Auditors love to come and check the books a couple of years after they know someone has been doing this to rack up healthy penalties and interest.
What you say is completely true.
The overwhelming majority of ecommerce purchases of mine collect sales tax anyway. Even aliexpress! Techyparts not doing it is definitely the exception.
And I see when I file my state taxes (in CA) anyway, I have the option to pay a "fair use" tax amount instead of actually calculating it.
AND.... besides, what I report on my taxes is just an issue between me, my God, and the Franchise Tax Bureau