How do I set it on QB online so the PST is included with each expense (like it does on desktop) rather than in a separate PST expense account?

Hey there bigcpa,

Thanks for reaching out to us here. It's important that your sales taxes are set up correctly in QuickBooks Online so that your books balance properly. I can provide some information. 

Here is an article for your reference, that explains how PST taxes work in QuickBooks Online. Although there isn't a way to set up PST differently at this time, I can see how this would be beneficial for you. Please don't hesitate to submit feedback by heading to the Gear icon and selecting the Feedback option. Recommendations are greatly appreciated and are considered for future updates, to improve your overall experience with QuickBooks Online.

If you have any other questions, feel free to reach out here.