Anyone else get a tax statement from Summit Racing?

So I get this letter today from Summit Racing. Saying that since I bought more than $500 worth of stuff in 2018, and I live in Colorado, that I need to give this statement of my purchases to my tax guy to file for use/sales tax.

I dont get it. If they have to charge sales tax on internet purchases now, why dont they just charge you the tax when you make the purchases?