Again, for someone moving here (doesn't apply to an existing CO resident) this is entirely dependent on tax rate here and in TX. Arapahoe county for example is 3.25% total if you're in certain unincorporated areas. Texas is flat 6.25%, no? So you might save if you bought it here (all depends on registration which is tied to age of vehicle) but if you are in a town, your tax rate is probably 7.5-9%, so it's going to be cheaper in TX, depending on price.
So depending on where you move, maybe it's cheaper, maybe it's not.
If you live in CO already, it doesn't matter where you buy; you have to register it to your address, upon which you'll pay registration and taxes based on your address, not where you purchased it. Unless you find a smoking deal in TX that still saves you after flights and fuel to drive, you aren't saving anything.
Now you can REGISTER a vehicle to an address/po box in another state (lots of this going on in the RV world), and this def. can save you.
But I don't think COSC is talking about this.