Thank you for your question.
I understand exactly what you are talking about. However, there is no way to get your Sales tax refunded from the U.S. There are only 2 or 3 states where you can get a sales tax exemption for making purchases while as tourist in the U.S. or while on business trips to the U.S. However, in order to do that, you have to request and receive the sales tax exemption certificate from the state department of revenue prior to making your first purchase.
The two states are in fact New York and Florida. These are not publisized and there for are rarely realized. The intent of the programs is to extend reciprocity of taxes to diplomats living and working and visiting in the U.S. in a diplomatic role.
This is unlike Eurpoen countries where the merchants are allowed to sell merchandise exempt of any vat or sales tax at the point of sell, by completing the exemption request at the registar. AND in European Airports, if you did not take advantage of the sales tax/vat tax exemption at the point of sale, you can apply for a refund at the air port.
The U.S. and no U.S. State has a program to allow an after the fact refund on sales tax.
With out an exemption cretificate prior to purchase, in your situation, the only way to have avoided a sales tax is if the merchant from whom you made a purchase mailed it directly to your home address without you taking possession of the item.
This is because the U.S. tax system for all 50 states and Puerto Rico, has sales tax rules based on the destination address or point of sale. If you purchase from a merchant and ask the merchant to ship it to your home address overseas from the U.S., then they are not required to charge the salest tax.