I wrote earlier that there are benefits to being a US Citizen. The US Government is supposed to look after their citizens all over the world. This is an exposure for the government and it is an expense- regardless of whether you ever use it or not. Expecting the government to be there for you while cheating on your taxes (regardless of if you’re in the country or not) is stealing. I believe stealing isn’t covered by the Halacha of dina demalchusa dina.
(I’d feel differently if the US had, for example, a rule that its citizens can’t drink alcohol no matter where in the world they are and you decided to drink alcohol out the country where the host country has no rule against it.)