Puerto Rico pays taxes to the U.S. government, yet its residents cannot vote in federal elections. Additionally, the Jones Act increases costs even more than on the mainland.
Anyway many Puerto Ricans probably wish they were subject to federal income tax:
As the cutoff point for income taxation in Puerto Rico is lower
than that imposed by the U.S. IRS code and because the per-
capita income in Puerto Rico is much lower than the average per-
capita income of the US states, more Puerto Rico residents pay
income taxes to the local taxation authority than if the IRS
code were applied to the island.
- https://en.wikipedia.org/wiki/Taxation_in_Puerto_Rico