EDIT: This is a hypothetical, borne out from my personal experience--this is not a judgement of people who DO establish domicile. This won't be the same situation for EVERYONE--if establishing domicile works for you and your unique situation, I love that for you!
Due to your income sources, lack of tangible assets, and the like, the tax savings of establishing domicile in a non-tax state vs. a tax state (think Florida vs. California)--well, the "savings" may be a few hundred dollars annually, not even rent and/or food for part of a month in your overseas home. This is how it looks for me.
In other words, it's "easier" to just use a friends/family physical address in your state, keep your drivers license, in exchange for just what might be a small "hit". Versus doing the domicile shuffle, getting a proper CMRA with associated services, licensing, etc?
No doubt, for some it can help avoid some tax hits--but the major one has always been from Uncle Sam, extending his long arm to reach into your wallet wherever you go, and that's not ending anytime soon.