Opt-out systems are never a proper choice. You don’t choose where you get born. You need to learn the language of that country, move somewhere there, find a job there and get citizenship. That all costs money and time, some countries only give you citizenship after you live there 20 years. As long as you don’t switch citizenship, you still need to pay income tax and probably other things, some taxes like VAT immediately changes and are not tied to citizenship.

Somalia has taxes, though they might struggle to enforce their income taxes. It’s unlikely that there is any country without any kind of tax or a catch. Some have no income tax or VAT because that look good on paper, but then have a tax that acts similar or you basically have to buy citizenship.