Texas Title?

Depends.

I bought a KTM that did come with a title at purchase and other bikes that only had the Certificate of Origin / Manufacturers Certificate.

If you want to register it for road use then you need to come up with a title and pay the taxes for road use. Sales tax is a given but not always leading to a title.

I've bought a bike from Service Honda in Indiana and had it shipped to me in Texas and no title just the CO.

I think the dealer considers a in store pickup a retail sale, thus the tax. If it is an internet or mail order sale, the tax does not apply IF the product leaves the state. Oklahoma used to do that. Oklahoma now requires a title, the tax is charged by the OK Tax Commission when you title an offroad vehicle. Some states require their residents to pay in-state tax for purchases over the internet from other states.
Here's an example. Oklahoma and the states that actually touch Oklahoma allow Oklahoma residents to purchase firearms in the states the actually touch Oklahoma. Sales tax applies for any sale made within that state. However, if the transaction is done over the internet and the product is shipped to a Federal Firearms License holder within Oklahoma, no tax applies. Firearms are treated differently than motorcycles but the principle of the taxes is likely the same.

Ship it here and I'll take good care of it until you roll back down this way.

If you buy an untitled bike such as a dirtbike in Tx, you have to pay sales tax at the dealer. If you title the bike, the state collects the sales tax when you apply for the title. I have seen where people have bought an untitled bike and payed sales tax at the dealer and if you bring proof of paying the sales tax, they wont charge when you again when you title it.