This is certainly not the case in all states. In Texas, the actual sale price is considered the private details of a private transaction (unless, of course, a public entity is party to the transaction). Companies like Zillow and Black Knight make a big part of their business by making educated guesses.
For example, here's an article explaining that "Texas REALTORS® opposes all legislative efforts to require the disclosure of sales-price information":
https://www.texasrealestate.com/members/government-affairs/l...
Still, there's a substantial amount of data out there (such as the last publicly offered price and how long it took to close, so you can get a pretty good idea for how low the seller had to drop the price to close the deal).
In Texas, appraisals (both tax and financing) are based, in part, on the estimates that companies like Zillow, Black Knight, Core Data, etc all provide.
Since it is germaine to the article, it's interesting to note that none of these automated appraisal companies record the race or skin color of the current home owners.