Tax law is made to be bent not broken! So long as I maintained a permanent residence in NY I paid my taxes and did everything in NY. As a full timer with the option of choosing a domicile I selected TX because That is the Escapee Home base and Polk County TX is more accommodating to the needs of full timers than many other places. They have now added Florida as another home. I have not researched it.
If I were keeping a permanent residence someplace where I was spending more than 6 months and a day, that is where I would make my domicile, drivers license, registration, voting etc. There is no obligation to choose to reside in the most expensive place, but for some it may be unavoidable.