If that were true then foreigners on F1 and H-1B visas would be allowed to start their own companies. That not only doesn't take away jobs for locals, it creates new ones. But that's illegal.
Can’t they start the company and then sponsor themselves?
Also H1-Bs are specific to The US so does not negate my comment about most countries and their attitudes to remote workers. Even if technically not allowed somewhere, no one’s going to start a campaign trying to deport remote tourist workers.
Remote workers pay local consumption tax while not draining value from the local economy.