Its fraudulent of them to collect such a "tax" when none is imposed by the govt. For the morals police on this board, its also unethical. For the nitpickers, it probably also violates the fine print of the FF TOS or whatever its called. However, I fully expect no refunds.
BTW, many online or catalog retailers collect sales tax even if its not due to the govt. You can be sure they do not forward such amounts to the govt unless actually required to do so.