Your analogy is almost right but Sears is a bad example. If your state had a sales/use tax and Sears had a physical presence in your state, Sears would be required to collect sales tax from you on your purchase via the net. Whether you pick it up at the local store or it gets shipped to you. However, if you buy something from someone, get it shipped to you and they have no physical presence, they are not required to collect sales tax and you, technically are required to pay it. Like I said, good luck collecting. There are far too many people to look at.
Personally, I see nothing wrong with paying sales tax on something I bought on line. It's no different than buying at the store and paying the sales tax there. The principal is the same. It's the transaction.
Again, the point should be to reduce government cost and burden. Not to go after some poor shmuck who owes 73 dollars in sales tax for internet/catalog purchases.