AFAIK, If you have purchased the firearm from the out of state seller, and are only using your FFL as the transfer agent, then they cannot charge you the sales tax on the item. If I had a FFL who tried to charge me the sales tax, I'd explain that I am not purchasing the weapon from them, so they are not responsible for collecting the sales tax. I'd ask that they contact the state department of revenue if they didn't believe me. If they still insisted that they charge me sales tax, I'd use a different FFL.
If you have asked your FFL to order a firearm for you, then you will have to pay sales tax, as the dealer is technically selling you the firearm.
I've never had a FFL charge me sales tax for transferring an item.
I am not a lawyer.