That's certainly true, but the vast majority of remote workers I know work as freelancers, which solves this completely and relatively easily.

It's no major hassle - you email a invoice once a month, add a line to a spreadsheet, and hire a English-speaking local accountant to do the filings (in Spain this costs ~€30 a month). In many cases you save money overall, since coworking, laptops, software tools and relevant SaaS subscriptions you might've paid for yourself are now all deductible business expenses (i.e. you pay 50+% less, after typical income tax + VAT).

The practical day to day is identical, since most remote-focused companies I've talked to have a standard policy of benefits (standard working hours, paid holiday, minimum notice periods, etc) for their remote freelancers abroad and for their local employees (notably though you can't be a freelancer locally in many countries, as it's considered disguised employment - employee if the company has a local presence, contractor otherwise). Of course, that's only true for companies who are comfortable with remote work, which ime is common for software dev & startups but rare elsewhere.

Your mileage may vary, but for me and many people I know across Europe it's an easy fix that's no big problem.