How do you define a product that has no tax? All products have some tax on them, Including e-Cigs.
as long as it is not food in some states. Some states have no tax on food.
You are not paying a Cigarette (SIN) tax, you are paying a product purchase tax, most likely whatever the tax is in your state.
As for the prices, have you asked yourself that maybe they are paying a lot for this location and the prices justify the convenience of doing business in that area? Allowing you to go an get the products you want, without having to drive a huge distance, or order on-line and wait some days?
Ever wonder why a Soda in a convenient store costs more than getting it at a grocery store?
Come on, please do some Economics 101 courses, please.