No, you don't need to pay the sales tax for shipping a car outside the state except paying the shipping fee. According to the North American tax system, the sellers, who sell used vehicles for export to nonresidents obtain tax exemptions and do not have to pay the sales tax. This exemption requires the seller arranges a documented out-of-state delivery of the motor vehicle to the nonresident. That's why many auto auction companies provide a compulsive car transportation to any warehouse or exit port.
So, if you are non-resident of the USA or Canada and want to buy a used vehicle for further exportation to your country, you are not obliged to pay any sales taxes. You should only cover the auto auction website's fee for services provided and paperwork fee for documentation handling. Besides, you are also responsible for all transportation costs.