Most states issue a temporary tag for vehicles not registered before leaving the lot. In some states, that's every vehicle sold. In Oklahoma it is either 30 days or 60 days. While technically valid in the state where the plate is issued, most states honor the tag if you are in transit, going through.
Since you are going to Massachusetts, more than worrying about the tag, you need to worry about getting all the documentation your state needs to title and register the vehicle. What your state wants to see may include more than what a Florida dealer expects to provide with the sale. Florida's documentation of sale and suitability for purpose is likely more lax than that of your home state.
My insurer (USAA) will cover a new vehicle (liability/financial responsibility, at least) for at least a week after purchase, but I prefer to call them (or go onto my account via web page or app) and add the new vehicle. They will send a proof of insurance, email, mail and/or fax, effective date the next day. We work out the premium changes later.
I deal with the insurance this way because they do not use independent agents. If you go through an agent, the agent will take care of the details for you. That's how they earn their share of the premium you pay.