if someone, for example, exchanges funds with a foreign nation to evade sanctions while they illegally occupy another, it really is their state's business.
Only because the state asserts their existence with violence. We certainly have little-to-no say in how the states in which we live behave, but we're all subject to their whims.
Personally, I have little patience for the pretense that the geopolitical theatre we're all subjected to reflects the people who live in the states represented in such theatre. Baudrillard had it right all along.