I did not. I have a Texas driver license, changed my physical address to Seattle because I have friends in Seattle, which gives me the option for local pick up if I need it.
But if you did want to get a license from another state, South Dakota has a special program just for ex-pats/nomads where you can arrive in South Dakota, arrange with a local mail forwarding service to get a physical address, then use that address to get your South Dakota drivers license and state residency. 
Just grab an address from any of the mail forwarding services, tell them that’s your new address, done. I chose one in Seattle. Gave it to the USPS for my mail forwarding address, changed all my bank addresses, VA and military pension addresses, no issues. 
I’m not a tech guy but I believe it’s something about virtual phone numbers vs “real” phone numbers. Virtual numbers can be spoofed and hacked so many financial institutions won’t allow those numbers for 2FA.
yeah we’re in the middle of doing that right now, that’s why Gemini gave me a lil myocardial infarction when it said I’d need to legalize before applying for my initial non-o. It’s been in State Department limbo for almost ten weeks now, despite multiple follow-ups.
Awesome, thanks Brandon. We're in the US, so looks like we're all set. We do plan to get the documents legalized but didn't think it was strictly necessary until after we arrived and wanted to apply for the extension. Looks like we're all good. Thank you.