@Flytster: Well you have to pay the legal tax of course but you are free to choose where you live as a pilot. For example as a pilot I can live in Poland and pay the minimal ZUS for companies + 19 % linear tax for companies (I am not yet done with my fATPL + FI but I own a plane that I rent) instead of for example 47 % tax in Norway and extra tax on everything you can imagine is fun to have (like a car) in your daily life + tax if you own more than about 150 000 Euro (because you keep investing your money for example instead of spending it wildly on unnecessary things). And its not barely legal but 100 % legal to live wherever you wish to live in Europe if you are a pilot and you have to pay the tax in the country where your company is active. As a pilot you are actually flying everywhere where the airline want you to so some people can probably have an official base in Switzerland and where they do actually live depends on where they are actually performing their work for the airline. As for me the Polish system is currently good enough after living in Norway its almost as a tax free heaven. As for social security, pension, health insurance.... you get much more "bang for your buck" if you buy private insurance and keep saving your money in some stock fund or keep investing in aircraft, flats, homes for rent literally anything (except for risky shares or scams) will be much much much better than government programs that are invented to make you pay more than you get back as pension.
PS. You do not make a deal with society, over 50 % of society do not even vote. You are being governed by politicians and as a pilot in addition to having the best job in the world (Its almost not a job (maybe except the paperwork bit) because its fun and enjoyable so its almost as being paid to do something you love) you are able to say "I do not like this government so I move somewhere where the government suit me". Try that with any other land based job (other than being a stock trader) without knowing the local language to where you wish to move.