Don't forget that US prices usually do not include the VAT, while EU prices usually do include respective VAT.
Not that many of us, actually. Only Montana, New Hampshire, Oregon, and some parts of Delaware and Alaska have no sales tax. https://commons.wikimedia.org/wiki/File:Sales_tax_by_county....
https://tax.idaho.gov/taxes/sales-use/use-tax/online-guide/
This is difficult to enforce, but it seems that "taking advantage" is strictly speaking just tax fraud.