And a lot of their profit is essentially reliant on competing by dodging taxes - their margin advantage to the consumer could, in many markets, simply disappear with the closure of a few sales or corporate tax loopholes.
Amazon is only starting to charge sales taxes in states because they're establishing local presences in those states.
You can't blame companies for operating within the four corners of the law. Perhaps you would prefer that they break the law.
So far as I can tell, today (the past is another matter) Amazon has no issue charging sales taxes as long as buy.com and the rest have to as well.
Best Buy's gains over the last 2 years have been achieved in no small part due to price matching with Amazon including sales tax.