I’m sorry I’m not from the US.

Sales, real estate, and other consumption taxes aren't unique to the US.

When I heard people say that sales tax isn’t included in the price and that you need to file your taxes every year

You're hearing bullshit. There was a historical loophole by which online merchants asserted that sales taxes needed to be collected from the individuals purchasing the goods rather than the businesses selling them. That loophole has long since been closed.

But virtually nobody paid the tax. Few people even know how or what they might owe. And even if they had, you don't need to be a citizen to buy something online.