You can't compare the two. Newegg has zero physical presence in New York. Though Amazon-proper has no presence, they have affiliates that do. They are in a difficult position and filed a lawsuit earlier this year about it.
Again, if you want to vent your anger, vent it at the proper people. Besides, you can't blame a state for wanting to collect money due to them. There's no such thing as "tax-free shopping." People don't pay the use tax, so it forced New York's hand, and other states are looking into it, as well, especially considering the budget difficulties many states are facing.