Purchases at duty-free shops are presumed to be purchased for use in a foreign country -- since in order to buy duty and tax free, you must be leaving the US, generally for at least 48 hours. If you bring your purchases back to your home state on your return to the US for use there, you're generally subject to the use tax, since you didn't pay sales tax on the original purchase.
The duty-free stores generally won't tell you that.
Katie