I'd question the honesty of a dealership so brazen as to advertise that its customers commit tax evasion.
+1 on this! Virtually every U.S. state with a state sales tax also has a state consumer use tax. Most (but not all) tax jurisdictions employ a "point of delivery" test, as distinguished from a "point of sale" test, for determining whether a vendor must collect sales tax from the buyer. A brick and mortar dealer in a state using the point of delivery test, say State A, who ships/delivers to another state with a sales tax, say State B, is not obligated to collect sales tax in State A. Nor, so long as he has no tax nexus in State B, is he obligated to collect sales tax in State B either. That's all fine and good. BUT, if he starts using the pitch "No out-of-state sales tax" as a marketing move, without simultaneously pointing out that the buyer will nonetheless owe consumer use tax in State B in the absence of some specific exemption, such as an agriculture or forestry exemption, he has crossed the ethical line, IMO. If he assumes that the buyer knows about the self-reporting requirements for use tax in State B, his sales pitch infers that the buyer won't report, and thus evade the tax. On the other hand, if the dealer assumes the buyer may not know about the use tax, then he is, at the least, being disingenuous, and certainly doing his buyer a disservice. If and when the revenuers in State B learn of the transaction, the back taxes, interest and penalties will be quite a shock.
As for whether getting tagged is likely, as state budgets get tighter and out-of-state purchases become more common, tax authorities are getting much more aggressive. Big-ticket items like heavy equipment and machinery are high-profile targets. Keep in mind that shipping manifests, purchase orders and sales invoices don't enjoy any privilege of privacy. Dealers operating near state lines, and most interstate trucking companies (think shipments of equipment like tractor implements), frequently are requested to cooperate with state tax authorities by providing copies (or digital data) disclosing sales and deliveries to residents in the inquiring state. I know of a number of instances where folks have gotten large use tax bills two or three years after the fact for purchases they thought were "tax free"! So much for the trade off for the inconvenience, and perhaps risk, of buying a tractor from a remote dealer in another state.
