Pink countries are countries where tax liability is linked to your citizenship, dark blue to your residency where you pay taxes on worldwide income; light blue are countries with territorial taxation (you only pay taxes on local income)
Tax slavery is unavoidable, but you are free to choose your master
Using a bank account is a risky thing to do in terms of protecting the privacy of your financial transactions."
If you want an anonymous eSIM with data in Europe, the best deal is keepgo.com for less than 2 USD/GB (you can pay it in an anonymous way using Bitcoin Lightning / coindebit.io), or check Silent.link, with up to 2.2 GB of prepaid data for $9. You can pay with Bitcoin Lightning but also with Monero
If you only want to live in the EU, your EU operator will probably suffice
(explore local blue/black markets where you can exchange money with a significantly better rate)
The life of a digital nomad decentralized in many countries may not be for everyone
You can have it not only freer but also more exciting and varied