That isn't quite what CITGO says on their web site. They refine much of the oil they pump, and they do indeed send it here in tankers, as both oil and refined products.
Occidental Petroleum bought Cities Service in 1982, and CITGO was incorporated as a wholly owned refining, marketing and transportation subsidiary in the spring of the following year. Then, in August, 1983, CITGO was sold to The Southland Corporation to provide an assured supply of gasoline to Southland's 7-Eleven convenience store chain. In September, 1986, Southland sold a 50 percent interest in CITGO to Petróleos de Venezuela, S.A. (PDVSA), the national oil company of the Bolivarian Republic of Venezuela. PDVSA acquired the remaining half of CITGO in January, 1990. With a secure and ample supply of crude oil, CITGO quickly became a major force in the energy arena.
That "secure and ample supply" is in Venezuela.