When people start to do something in a place that is "allegedly" outside of "the law" sooner or later some variant of "the law" will show up, with armed backup, and will remind everybody how the world works.

Nobody cares about oil rigs and you camping there except the owner.

But if you announce that you are going to do it to circumvent regulation or taxation you need to have a nation state ready to defend you (at least with words). That will cost you and makes the exercise pointless (you can simply setup shop on your protectors sovereign land).