No, their not. Those 500 employees will all pay income tax and the employer will all pay payroll tax. Then, those employed people will all go out into their community and spend money at local stores, restaurants and other places, thus generating even more sales tax. That's not even taking into account the constructions crews that will be building the warehouse, or the utility companies that will benefit from the new warehouse. All that more than offsets a few years of not collecting sales tax by amazon.
The gun store near my house sells a few pink hand guns. My wife thought they were incredible stupid.
Have you played Nightmare Chess? Quite violent.