Ph -
If you are an american starting a company, it's almost always going to be easier to start a corporation under the law of one of our states. If, for example, you decided to form a Venezuelan SA de CV (their corporate equivalent), you'd need Venezuelan counsel, have Venezuelan fees, have to comply with Venezuela corporate law, and you receive the protection of their government. First point: do you feel good about Venezuela respecting your legal entity? There is definite value in having a US domicile because we historically have applied the rule of law fairly.
Second: if your Venezuelan company is operating in the US, it still has to file US tax returns, similar to if it was a US company. There are some differences, mainly not good. On the upside, your income from Venezuela, Mexico, China, and the rest of the world is subject to Venezuela taxes, which are a lot lower than US tax. So you still pay US tax on your US income, but lower on everywhere else. (If you incorporated in the US, you'd pay US tax on all of your worldwide income.)
The logical next step is to incorporate a US subsidiary and avoid the nuisances of having the Venezuela company file a foreign-based US return. Now all your income from the US is in a US company, and the rest of the world isn't in the US company. And if you're smart, you'll have the US company pay a fee to the parent company for the use of its IP, brand, etc, such that your US tax liability goes way down.
I have gotten a bit off topic of your original question, which is who cares where a corporation is domiciled, but hopefully that's useful info.