It makes a huge difference - it isn't about residency, it is about labor laws. If you are in the USA with official refugee status, the laws of what work you are allowed to do and whether companies are legally allowed to refuse you work based on your nationality come into play. Without refugee status, the rules will be different. If you were still in Afghanistan, then yes, sanctions come into play. If you are in a different country, they'll have their own laws.

IANAL, so I don't know what all the rules are, but it absolutely makes a different where you are, and under what status.