That's heavily dependent on your citizenship. Some countries limit the right to vote depending on how long you've been out of the country.

I cannot vote in the US while the US taxes my income earned in other countries. This is very weird.

You can vote using the last residence you lived at while in the U.S. Unless you've never lived there, then you have to use your parents' last address or something. Not that the tax system isn't terrible for other reasons.