I really don't understand how they could pay TAX for me?
That doesn't sound right at all.
No one can pay tax in your behalf, only thing they must do is provide papers that states how much are the goods in USD, how much is the shipping in USD and state of origin that goods came from.
Otherwise it could happens that you pay TAX on all that together and that would be very bad.
And that is something that usually happens with USA companies that doesn't give a crap about EU market.
Sure they can pay the import tax, I dont know how it works for your area, but here they could just send all the shit thats going to europe to some warehouse in europe, pay the import tax themself for it all, and then ship it to customers from there.