I'm pretty sure most players don't give two shits about that, because there's still a metric freak ton of digits in that check. Their agents may care, but even then not very much. There are tons of professional sport teams in expensive tax state/cities and you don't see players avoiding those places, including Los Angeles. Look at NYC, do players want to avoid the Jets or the Giants? The Yankees? Rangers? Do players want to avoid Golden State because of the tax rate? There's zero evidence to suggest that players are avoiding teams that are in cities/states with higher tax rates.
In terms of sales tax, 3 of the 4 highest in the country are Chicago Illinois, Glendale Arizona, and Seattle Washington... I don't see players avoiding the Bears, Cardinals, or Seahawks. In terms of Income, New Jersey is the 2nd highest, NYC is the 3rd, the Giants have just about scooped up everyone this free agency period.
Tennessee is the second lowest.. I don't see players tripping over themselves to play for the Titans.
Free Agents weren't jumping at the chance to play for the St Louis Rams either.
Maybe, just maybe, tax rates has nothing to do with it, and what players care more about is playing for a winning team.. Maybe these guys aren't looking at tax rates when they see the contract of 45 million over 4 years, and instead are just looking at 45,000,000.