Earlier quoted context omitted.
"involve yourself" in this case is present the tax income declaration to the tax authority in the 2nd (3rd, etc.) country. Hardly a cumbersome experience.
In practice, you need to learn the tax code to find most suitable form of conducting business. For example, in the UK if you know what you're doing, you'll pay ~20% tax on your income as a contractor. If you don't, you can easily end up paying something like 30+%. Also, there are perpetual costs of having a company registered (such as monthly payments to an accounting company which handles paperwork, health care cont…
That has not been my experience.