This is a symptom of a bigger problem
I had the misfortune of working for years on a software interface to allow a tax engine to interface with a given accounting system.
Very few people understand how complex and difficult it can be to accurately calculate sales tax. There are multiple jurisdictions, inside/outside city, inside/outside county, point of sale, product taxability, etc. Throw in some tax holidays and ever-changing local tax codes for good measure.
It's a mess. It's expensive to do it correctly.
On the flipside, retailers like NewEgg are given an advantage over local NY retailers with a sales tax discount. Why should somebody buy locally when it's convenient to order the same product off the Internet discounted 5-10% because sales tax is not being charged.
If states could establish a relatively uniform way of charging sales tax it is feasible that states might also cooperate with each on collections. Unfortunately, that would require some intelligent politicians with proper motivation... and that ain't gonna happen.
If I were NewEgg, I would do exactly what they are doing. Keep your competitive advantage and don't EVER collect or pay unnecessary state sales taxes. Once you pay them, you will always be required to pay them.