I thought of this trick too! My worry is not about not getting the visa but about being rejected at immigration! So they let you into Thailand without any problems? They didn't ask you why (I assume the date of issue should be on the visa) when they issued your visa you were already in Thailand
If you don't want to waste time getting a visa, there is another option that allows you to stay in Thailand for 60 consecutive days.. enter with a visa exemption and then you can get a 30 day extension! But personally, if it's not too complicated to get a visa in your country, I recommend you do it!