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?
They should have charged the tax at the time of sale. Is the form for claiming it as taxes paid?