Making an anonymous company in Wyoming and New Mexico permits running the company from these two states but not from a different state, like the state you live

Making an anonymous company in Wyoming and New Mexico permits running the company from these two states but not from a different state, like the state you live in. It requires registering the anonymous company in the state you live in too. This second level of indirection is burdensome enough, for me, to not want to do it. Free startup idea: register anonymous companies from Wyoming into other states. Like a vpn for company registration.