They can't do that. Online sellers are mandated by the state to collect sales tax from state residents if they have a physical presence (HQ, sales office, warehouse, etc.) in that state. That's true of everyone, not just WotC or Digital River.
And as Scribble pointed out, just because you live in a state where the seller doesn't have a physical presence, that doesn't let you off the hook. Theoretically, you should be calculating the sales tax on things you buy from out-of-state sellers and sending that money to the state yourself. No one enforces that because it's too difficult. The idea behind states agreeing to a common sales tax for online sales is to make the tax calculations simple enough that they can then compel online sellers to collect sales tax in all states.
No one absorbs the cost of taxes in the price of the goods they're selling. If you're not paying sales tax to an online seller, you either live in a jurisdiction that doesn't charge sales tax, or the seller doesn't have a physical presence where you live.