There are a number of reasons, first is that by working from another location you might be breaking the law, second is taxes - if you stay somewhere long enough they might argue you need to pay income tax there. Lastly, data protection laws vary per country and there's a chance you have to give your laptop with company data to authorities in another country, which might be a security issue.
>second is taxes - if you stay somewhere long enough they might argue you need to pay income tax there
This is true even if you work a single day in a state. Consultants at Accenture, PWC, Bain etc. end up having to file in dozens of states a year sometimes. Fortunately their employer almost universally handles all the paperwork.
It depends on the state but some states, as you say, want you to file for even working a single day and states are apparently really starting to crack down.
