Depends on which state. My store prices in Oklahoma are lower than BX annex prices in Texas, but higher than supermarketmor Costco prices in Michigan. Those folks in Michigan will drive to Chicago to get lower prices.
It is not all differences in state taxes, there are also issues of who is the wholesaler/distributor (sometimes the state) and whether or not competitive pricing is permitted at the retail level.
Duty free is an interesting concept, implying you are not paying import duties in the country where you bought it, but in many cases the product is locally produced and carries no duty in any case. When you take it from where you bought it into another tariff jurisdiction, what you bought is still subject to import dity, if over "free" allowances.
Thus we learned that Canadian beer bought in Canada at the "duty free" by any of the crossings was usually no lower in price than what we bought at the provincial package stores, and slightly more expensive than at the supermarket in Michigan.