Most attacks on servers are on the connections. All IPs are owned by entities part of countries, so your IP is always under someones jurisdiction. The same is true for regulsr DNS entries, so the domain of that server.

For getting the data however, there also isn't any protection in international waters. Someone would just raid you and you could do nothing about it. What good is lawlessness if you don't have the ability to enforce your own "laws" about not having your data taken away?

You could lay low so noone bothers with that, but then you could also just lay low with regular secretive hosting.