It is known that in some U.S. states as well as in some other countries, the higher your income, the higher your taxes, while in others, the lower your income, the lower your taxes. The simple question I would like to ask you is this: which would you choose, to accept a job with high income in a where the cost of living is high and you pay high taxes, or go for a low paying job in a state where the cost of living is low and the taxes are low? After all, taxes never end.
At the end of the day you really can't avoid paying tax anywhere in the world. Either you choose lower tax with lower income or higher tax with higher income, but it really depends on many circumstances. You have to calculate total income vs. total spending, including taxes. So you will get the exact savings after living lives. So now you have to decide where your savings are higher in total, and you must choose that jurisdiction for the jobs. For me it really matters the savings, not higher or lower tax and income.
Let's say you have a job offer in the UAE with a salary of $2.5K, and after spending everything for your living, including tax, you have $1K savings per month. On the other hand, you have a job offer from the USA with a salary of $5K. But tax and other costs are higher there. Let's say for living, including tax, you need to spend $3K per month. That means you will have savings of $2K from the USA job offer. Then I will prefer to choose the USA, even if living costs, including tax, are higher. That really depends on many circumstances, as I mentioned above.