Most of the time I would agree with this sentiment, I don't think you're morally wrong to work on your own project while living in other countries without a proper visa; it's definitely not breaking the spirit of the law. Heck, you're spending your money here, all the better. It's obviously less of a risk if you work from home than a co-working space where you could be easily targeted if a random check does happen (as its meant as a "working space" and not a casual coffee shop.) Then again, I've also not heard of people being hauled off just yet.