Though all the digital nomads I met in Thailand kept their company / legal structure in their home country. Setting up shop in a new country - in particular in a slightly dodgy one - may not be worth the trouble to save some taxes on a modest income.
Exactly, which is a good reason for me to think about setting up a US LLC (also access to superior banking and the country that has platforms like Stripe to make my life easier).
Say what you will about the US, but to this day it remains one of the best countries in which to start a business, as far as I can tell from years of personal experience (in other countries) and research.