In Connecticut, for example, the statutes say revenue from self-employment should offset unemployment benefits, but the state agency has chosen the highly creative interpretation of "revenue" to include potential capital gains your efforts represent, and the notional amount of salary you should be paying yourself for the work you do for your startup, including, say, writing a business plan.
It does seem like they are shooting themselves in the foot, but the unemployment "insurance" fund in CT is already living on debt.
Maybe there is a way to make the snake eat it's tail. After your payroll paycheck bounces call up the state employer regulators and see if they will make your paycheck whole.
Then post the whole thing to the web as a performance artwork