This is not entirely true. There are laws in many EU countries to prevent tax evasion which make you pay tax income on the country you have citizenship in, specially if you claim to be working from a known tax haven. Yes there is a list for that.
You can live in Spain for example and work and generate revenue and pay taxes within you country of origin. I think the criteria is you're officially living and working where you spend more than 50% of the year.
So I know people that spend less than 50% in a different country, and making revenue and paying taxes within their country, legally.
