People can correct me if I'm wrong but "tax included" is an issue relevant to state law. I think what many pinsiders do is purchase a game out of state and have it shipped to them. The distributor does not charge taxes because he/she is not legally required to collect them on behalf of the purchaser's home state. Then the purchaser is supposed to report the purchase to their home state and pay sales tax that way. I'm guessing many people accidentally forget to do so at the end of the year.
If you buy a game in person or from a distributor who is required to withhold sales taxes from someone from your state (for whatever reason) then taxes are added onto the purchase price.
In theory a distributor could offer you a "discount" equal to the sales tax to make it "seem" like you aren't paying them but you technically would be.
Efforts have recently been made to change laws to make it more of a requirement for vendors to withhold taxes from different states. I'm not up on those changes/updates so maybe others on here are more familiar with this issue.