Well, there is no taxes applied.
However, the shipping price is calculated based on the price with taxes.
So if you set 10%, it will be 10% of the product prices with taxes.
That's why the shipping price changes when you set your address to texas.
If you don't want that you could circumvent the problem like that:
Create two shipping methods. One for texas, and one for all the rest (you would need to create a new zone for that via System->Zones).
In the texas shipping method, you set the percentage so that it takes the taxes % in the price percentage. So it should should be less than 10%
In the other shipping method, you leave the percentage like that.
That way, the system will display one or another during the checkout and the shipping price won't change.