Some places do some don't. I honestly don't know which is correct. I knew they used to just wondering if they still did.
It's legally correct. In fact, you're required to pay Maryland's use tax for pretty much any out-of-state online purchase.
See here: http://taxes.marylandtaxes.com/Individual_Taxes/Individual_Tax_Types/Sales_and_Use_Tax/
It's virtually unenforcable, which is why pretty much nobody knows about it or pays it.
-Rob