No, they follow the rules of each drivers home state. I don't know TX, but if you have state income tax, they will withhold TX.

At least every company I worked for that's the way it's been. Truckers fall under many transportation rules in the eyes of the IRS.

If one did hold out in the wrong state you could always file a non-resident state income tax return. That usually applies to like traveling construction workers on the road.

That's good news, No state income tax in Texas

But for others in a similar situation and a different state, some states do NOT have reciprocity taxation agreements for states that are not their immediate neighbors, so a driver from living far away from the state where they are actually employed may have to send it taxes quarterly, since the company will not.

Prime deducts state taxes for their company drivers, and forwards it to their home state of record. In the case of the OP, he won't have any state tax burden - Texas is good for something afterall, eh?

1099 lease operators have to remember to do that for themselves.