This is technically true for MOST taxes in the USA. Generally municipalities have reciprocal agreements with each other, but when tax is fixed at a state or municipality level, you generally are supposed to file proof of tax payment in the location of purchase, and that is then generally applied as a credit against any tax burden imposed on the place of use. A perfect example is income tax in the US if you work in one state, but reside in another.
It's inefficient, but how else would a local tax scheme be at all enforceable?
It's inefficient, but how else would a local tax scheme be at all enforceable?