I've never worked anywhere but the us, but as a dev I could work remotely anywhere in the world if I was certain it wasn't illegal.
There are economies which would welcome you as a digital nomad.
How does the border agency know? They ask you a whole bunch of questions upon entering the country. So if the plan was to work remotely you'd end up lying to them. Digital Nomads calling it a grey area is often a nice way of saying "unless you tell someone the truth, you'll be fine"
If it's something you plan on doing, I'd highly recommend knowing the regulations for each country yourself and not relying on a third-party website to tell you things. That way you decide what you say to whom and what risk you take.
Put another way vp of sky visits Canada answers a few emails/calls while on vacation, perfectly legal.
I know that some countries (such as China) do require business visas for attending a conference and I've to get letters of introduction, etc. in order to get my visa. But it's never been an issue in Europe.