I always hear "we're looking for remote but not in your area". Most remote posts don't actually seem to be truly remote. I'm in the US eastern timezone, shrugs.
To your second point, they are probably fishing for good devs that will work for lower than market rate. They don't actually have a job but are hoping to find a unicorn.
There are tax implications for having an employee in some states, regardless of what the person is paid. For instance I've been told that it would cost us several million dollars to hire someone remote who lives in New York. That developer would have to be really amazing to make it worthwhile to hire them!
That's interesting. Sometimes I do see "remote (Seattle area only)" or something like that. I work remote now but my company basically has a presence in every state and most countries.