Colorado Online Cigar Purchases

Those of you that call Colorado home like I do, I’ve noticed that many online retailers do have stipulations depending on the state they are sending the product to. I have a specific cigar I wanted to order but the primary retailer that sells it online doesn’t appear to add the proper tax so I held off. Has anyone here experienced what happens if you order cigars online and the retailer doesn’t correctly appropriate the tax? Sorry if this is a silly question. I’ve been newer to this over the last year and want to make sure I’m following the law.