Work visas are a thing because countries want to control the ability for foreigners to compete with locals for local jobs. Canada's definition of work (http://www.cic.gc.ca/english/resources/tools/temp/work/about...):
"What kind of activities are not considered to be “work”?
An activity which does not really ‘take away’ from opportunities for Canadians or permanent residents to gain employment or experience in the workplace is not “work” for the purposes of the definition."
Working for my own US company isn't competitive to local workers.
Every country I've visited has a similar definition, though I can't say for sure if every country does, so it's best to check before attempting to go.