There are 4 states that do not have a sales tax.... Just like there are some states that don't have income taxes either.
From what I researched, of those four, only two also have no local sales tax. A third has a 9% tax on prepared food only, and I don't know if that means McDonalds, Wendy's, or also on grocery products.
If this issue was so important to Amazon, why would they invest tons of money outside of these four states? They saw the writing on the wall. There had to be more negatives than positives when choosing to locate somewhere else outside of one of those four states.