Sony (and any other company for that matter) can collect tax if they have a business declared in the same state that you live in. So, even if you are ordering on the Internet you can be charged sales tax.
Sony is a very large company and will charge you sales tax in all states except Alaska, Delaware, Montana, New Hampshire, Oregon, Nebraska, Vermont, West Virginia and Wyoming.
If you want to not pay sales tax next time, you should find a smaller vendor that only has shop in a state that you don’t live in. If you live in CA, it’s hard since most of the places that have the best prices are located in CA. You can always try to make it up via free shipping and any other mail-in rebates or e-coupons.