SE Michigan? You mean, Bloomfield Hills, West Bloomfield, Beverly Hills, Berkley, Birmingham, Novi, Northville, Grosse Pointe (and all of it's sub cities). Yea, such a terrible place to live. You're ignorance of SE Michigan and Michigan in general is pretty evident.
Detroit non resident city income tax is 1.2%, State of Michigan income tax is a flat 4.25%. So combined, you're talking 5.45% which isn't much by comparison to almost any other NHL franchise. (All players in the US pay federal). That coupled with the highest federal tax bracket and the various deductions and what not that the rich have available isn't close to half or even almost half. By your logic, there's not a single player in the world who would want to voluntarily play and live in Canada due to the higher tax burdens.
Any player in any state with a sales tax that buys things has to pay the sales tax on what it's applied to. Not sure why you think paying sales tax is such a "Michigan" thing.